+8.9%
MSCI vs NSC
+77.4%
-68.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +0.4% | -5.5% | +5.9% | +1.5% |
| 30D | +0.6% | -3.2% | +3.8% | +1.1% |
| 3M | -7.1% | +7.7% | -14.8% | -8.6% |
| 6M | +0.8% | +4.5% | -3.7% | -0.4% |
| YTD | +1.0% | +15.6% | -14.6% | -3.0% |
| 1Y | +4.3% | +19.8% | -15.5% | -0.9% |
| All | +8.9% | +77.4% | -68.4% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling