+2,715.8%
MSCI vs NSC
+890.1%
+1,825.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.6% | -0.9% |
| 7D | +2.8% | -6.6% | +9.5% | +6.4% |
| 30D | +15.4% | +2.2% | +13.3% | +14.2% |
| 3M | +13.4% | -6.2% | +19.6% | +16.8% |
| 6M | +10.9% | +1.7% | +9.2% | +9.0% |
| YTD | +13.0% | +12.2% | +0.7% | +4.6% |
| 1Y | +12.0% | +15.4% | -3.4% | +2.1% |
| 3Y | +34.1% | +73.3% | -39.2% | -4.7% |
| 5Y | +3.9% | +24.7% | -20.8% | -13.0% |
| 10Y | +802.0% | +324.5% | +477.5% | +268.0% |
| All | +2,715.8% | +890.1% | +1,825.7% | +464.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling