+810.2%
MS vs NSC
+324.6%
+485.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | -0.1% |
| 7D | +1.4% | -5.5% | +6.9% | +5.2% |
| 30D | -0.3% | -3.2% | +3.0% | +1.8% |
| 3M | +0.3% | +7.7% | -7.4% | -5.3% |
| 6M | +31.3% | +4.5% | +26.8% | +25.5% |
| YTD | +24.7% | +15.6% | +9.1% | +10.8% |
| 1Y | +47.9% | +19.8% | +28.1% | +27.9% |
| 3Y | +178.3% | +70.1% | +108.2% | +81.4% |
| 5Y | +144.9% | +46.1% | +98.8% | +73.8% |
| All | +810.2% | +324.6% | +485.6% | +205.3% |
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