+631.0%
MSCI vs NSC
+324.0%
+307.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | -1.1% | -2.0% | +1.0% | -0.2% |
| 30D | -1.2% | -3.2% | +2.0% | +0.2% |
| 3M | -8.4% | +3.9% | -12.3% | -10.4% |
| 6M | -1.0% | +7.8% | -8.8% | -5.5% |
| YTD | -2.3% | +13.4% | -15.7% | -9.4% |
| 1Y | -1.2% | +20.3% | -21.5% | -11.1% |
| 3Y | +7.9% | +76.1% | -68.2% | -23.1% |
| 5Y | -10.1% | +45.0% | -55.1% | -29.7% |
| 10Y | +631.0% | +335.7% | +295.2% | +253.1% |
| All | +631.0% | +324.0% | +307.0% | +253.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling