+12.4%
MS vs NSC
+14.8%
-2.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | -1.6% | -6.2% | +4.7% | -0.4% |
| 30D | -3.8% | +2.6% | -6.3% | -3.5% |
| 3M | -14.6% | -5.8% | -8.8% | -13.6% |
| 6M | -5.1% | +2.1% | -7.2% | -5.2% |
| YTD | +4.5% | +12.7% | -8.2% | +0.9% |
| All | +12.4% | +14.8% | -2.4% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling