+545.7%
MS vs NSC
+300.6%
+245.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.2% |
| 7D | +0.8% | -3.4% | +4.2% | +3.2% |
| 30D | -0.7% | +3.6% | -4.3% | -3.0% |
| 3M | -12.4% | -1.4% | -11.0% | -11.8% |
| 6M | -1.7% | +6.0% | -7.7% | -6.7% |
| YTD | +8.0% | +15.5% | -7.5% | -4.0% |
| 1Y | +16.2% | +16.2% | 0.0% | +2.7% |
| 3Y | +171.3% | +76.9% | +94.3% | +72.1% |
| 5Y | +124.8% | +29.3% | +95.4% | +75.5% |
| All | +545.7% | +300.6% | +245.0% | +139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling