+23.8%
MSFT vs NSC
+4.7%
+19.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -1.9% |
| 7D | -2.7% | -5.5% | +2.8% | -4.1% |
| 30D | +2.7% | -3.2% | +5.9% | +2.0% |
| 3M | +17.0% | +7.7% | +9.3% | +19.8% |
| 6M | +23.8% | +4.5% | +19.3% | +28.9% |
| All | +23.8% | +4.7% | +19.1% | +28.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling