+58.1%
MP vs NSC
+46.2%
+11.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | -2.9% | -5.5% | +2.7% | +0.4% |
| 30D | +13.8% | -3.2% | +17.0% | +15.8% |
| 3M | -16.7% | +7.7% | -24.4% | -21.3% |
| 6M | -11.5% | +4.5% | -16.0% | -15.5% |
| YTD | +7.9% | +15.6% | -7.6% | -4.3% |
| 1Y | -15.0% | +19.8% | -34.9% | -26.8% |
| 3Y | +153.5% | +70.1% | +83.4% | +65.1% |
| All | +58.1% | +46.2% | +11.9% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NSC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling