+144.8%
MS vs NSC
+46.6%
+98.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +2.5% | -1.5% | +4.0% | +3.3% |
| 30D | 0.0% | -1.9% | +1.9% | +0.9% |
| 3M | +2.4% | +6.2% | -3.8% | -1.3% |
| 6M | +36.4% | +9.2% | +27.2% | +28.6% |
| YTD | +23.8% | +15.0% | +8.8% | +13.0% |
| 1Y | +48.6% | +21.1% | +27.5% | +31.6% |
| 3Y | +179.1% | +78.6% | +100.5% | +92.1% |
| 5Y | +144.8% | +45.9% | +98.9% | +82.0% |
| All | +144.8% | +46.6% | +98.2% | +82.0% |
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