+6,288.2%
MS vs NSC
+3,248.8%
+3,039.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | -0.1% |
| 7D | +1.4% | -5.5% | +6.9% | +5.0% |
| 30D | -0.3% | -3.2% | +3.0% | +1.7% |
| 3M | +0.3% | +7.7% | -7.4% | -5.0% |
| 6M | +31.3% | +4.5% | +26.8% | +25.9% |
| YTD | +24.7% | +15.6% | +9.1% | +11.7% |
| 1Y | +47.9% | +19.8% | +28.1% | +29.3% |
| 3Y | +178.3% | +70.1% | +108.2% | +89.3% |
| 5Y | +144.9% | +46.1% | +98.8% | +80.5% |
| 10Y | +804.5% | +328.1% | +476.5% | +232.3% |
| All | +6,288.2% | +3,248.8% | +3,039.5% | +771.9% |
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