+122.9%
MS vs NSC
+31.3%
+91.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.6% |
| 7D | +5.1% | +2.5% | +2.6% | +3.7% |
| 30D | +5.7% | +1.7% | +4.0% | +4.8% |
| 3M | -12.2% | -2.6% | -9.6% | -11.1% |
| 6M | -0.5% | +6.4% | -6.9% | -4.6% |
| YTD | +9.8% | +15.5% | -5.7% | 0.0% |
| 1Y | +17.7% | +17.6% | +0.1% | +6.0% |
| 3Y | +176.8% | +75.0% | +101.9% | +92.5% |
| All | +122.9% | +31.3% | +91.6% | +76.1% |
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 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