+139,934.1%
MSFT vs NSC
+5,741.3%
+134,192.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -1.3% | +2.5% | -3.8% | -2.1% |
| 30D | -1.8% | +1.7% | -3.5% | -2.5% |
| 3M | +5.6% | -2.6% | +8.2% | +6.3% |
| 6M | +29.8% | +6.4% | +23.4% | +26.3% |
| YTD | +9.0% | +15.5% | -6.5% | +2.5% |
| 1Y | +4.9% | +17.6% | -12.7% | -2.0% |
| 3Y | +46.2% | +75.0% | -28.8% | +16.7% |
| 5Y | +62.1% | +32.2% | +29.9% | +41.1% |
| 10Y | +899.6% | +296.6% | +603.0% | +489.9% |
| All | +139,934.1% | +5,741.3% | +134,192.8% | +25,793.6% |
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 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