+13.8%
MSCI vs NSC
+18.2%
-4.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.5% |
| 7D | -0.7% | +1.6% | -2.3% | -0.6% |
| 30D | +16.2% | +4.2% | +12.0% | +16.9% |
| 3M | +16.1% | -0.2% | +16.4% | +16.3% |
| 6M | +12.9% | +7.6% | +5.4% | +14.3% |
| YTD | +14.8% | +17.4% | -2.5% | +16.6% |
| 1Y | +13.8% | +18.3% | -4.5% | +15.1% |
| All | +13.8% | +18.2% | -4.5% | +15.1% |
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 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