+779.7%
MSCI vs NSC
+315.5%
+464.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | 0.0% |
| 7D | +1.5% | -5.4% | +6.8% | +4.0% |
| 30D | +14.4% | +2.9% | +11.4% | +12.9% |
| 3M | +15.2% | -2.2% | +17.4% | +16.1% |
| 6M | +11.2% | +5.3% | +5.9% | +7.7% |
| YTD | +13.9% | +14.8% | -0.8% | +4.9% |
| 1Y | +12.5% | +16.6% | -4.1% | +2.8% |
| 3Y | +32.3% | +78.6% | -46.3% | -6.4% |
| 5Y | +4.9% | +27.2% | -22.3% | -12.2% |
| 10Y | +779.7% | +302.5% | +477.2% | +364.9% |
| All | +779.7% | +315.5% | +464.2% | +364.9% |
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 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