+878.4%
MSFT vs NSC
+332.1%
+546.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +1.0% |
| 7D | -0.8% | -2.8% | +2.0% | +0.3% |
| 30D | +0.8% | -4.5% | +5.4% | +2.6% |
| 3M | +27.2% | +3.5% | +23.7% | +25.0% |
| 6M | +22.9% | +8.5% | +14.4% | +17.6% |
| YTD | +3.1% | +12.3% | -9.2% | -3.1% |
| 1Y | -0.3% | +18.9% | -19.2% | -8.7% |
| 3Y | +50.1% | +74.1% | -24.0% | +11.4% |
| 5Y | +74.6% | +43.9% | +30.7% | +40.2% |
| All | +878.4% | +332.1% | +546.3% | +399.2% |
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