+63.3%
MSFT vs NSC
+31.1%
+32.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | -6.2% | -3.5% | -2.7% | -5.4% |
| 30D | -3.7% | +3.9% | -7.6% | -4.7% |
| 3M | +3.6% | -0.8% | +4.4% | +3.7% |
| 6M | +26.8% | +7.1% | +19.7% | +23.8% |
| YTD | +8.4% | +16.4% | -8.0% | +2.7% |
| 1Y | +3.3% | +16.9% | -13.6% | -2.4% |
| 3Y | +44.3% | +78.4% | -34.1% | +12.3% |
| 5Y | +63.3% | +33.1% | +30.2% | +43.3% |
| All | +63.3% | +31.1% | +32.2% | +43.3% |
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