+265.1%
MU vs NSC
+24.4%
+240.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.9% | -7.9% | -6.8% |
| 7D | -19.1% | +1.8% | -20.9% | -18.8% |
| 30D | -25.2% | +8.8% | -34.1% | -24.4% |
| 3M | -10.9% | +1.2% | -12.1% | -10.2% |
| 6M | +38.0% | +11.3% | +26.7% | +40.9% |
| YTD | +178.8% | +20.7% | +158.1% | +189.0% |
| 1Y | +265.1% | +23.4% | +241.7% | +273.5% |
| All | +265.1% | +24.4% | +240.8% | +273.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling