+5,256.1%
MS vs NSC
+3,152.0%
+2,104.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +1.2% |
| 7D | -1.6% | -6.6% | +5.1% | +2.9% |
| 30D | -3.8% | +2.2% | -5.9% | -5.1% |
| 3M | -14.6% | -6.2% | -8.4% | -11.3% |
| 6M | -5.1% | +1.7% | -6.8% | -7.2% |
| YTD | +4.5% | +12.2% | -7.7% | -4.7% |
| 1Y | +13.5% | +15.4% | -1.9% | +1.6% |
| 3Y | +160.4% | +73.3% | +87.1% | +75.0% |
| 5Y | +112.9% | +24.7% | +88.2% | +73.9% |
| 10Y | +633.4% | +324.5% | +308.9% | +171.0% |
| All | +5,256.1% | +3,152.0% | +2,104.1% | +643.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling