-1.2%
MSCI vs NSC
+19.4%
-20.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.4% |
| 7D | -1.1% | -2.0% | +1.0% | -1.3% |
| 30D | -1.2% | -3.2% | +2.0% | -1.5% |
| 3M | -8.4% | +3.9% | -12.3% | -7.8% |
| 6M | -1.0% | +7.8% | -8.8% | -0.4% |
| YTD | -2.3% | +13.4% | -15.7% | -2.0% |
| 1Y | -1.2% | +20.3% | -21.5% | +0.4% |
| All | -1.2% | +19.4% | -20.6% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling