-15.1%
MP vs NSC
+23.9%
-39.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.8% | +7.8% | +6.6% |
| 7D | -10.5% | -6.6% | -3.9% | -7.0% |
| 30D | -23.5% | +2.2% | -25.7% | -24.6% |
| 3M | -25.4% | -6.2% | -19.2% | -22.9% |
| 6M | -51.3% | +1.7% | -52.9% | -52.7% |
| YTD | -29.9% | +12.2% | -42.1% | -37.1% |
| 1Y | -31.8% | +15.4% | -47.3% | -40.0% |
| 3Y | +127.0% | +73.3% | +53.7% | +43.5% |
| All | -15.1% | +23.9% | -39.0% | -37.6% |
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