+71.4%
MSFT vs NSC
+46.6%
+24.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -1.4% | -1.5% | +0.1% | -1.0% |
| 30D | -1.0% | -1.9% | +0.9% | -0.6% |
| 3M | +20.2% | +6.2% | +14.0% | +18.0% |
| 6M | +21.3% | +9.2% | +12.1% | +17.5% |
| YTD | +2.8% | +15.0% | -12.2% | -2.3% |
| 1Y | 0.0% | +21.1% | -21.1% | -6.7% |
| 3Y | +51.2% | +78.6% | -27.4% | +16.9% |
| 5Y | +71.4% | +45.9% | +25.6% | +42.6% |
| All | +71.4% | +46.6% | +24.8% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling