+6,169.9%
MU vs NSC
+324.0%
+5,845.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.6% |
| 7D | +7.5% | -2.0% | +9.5% | +8.9% |
| 30D | +19.4% | -3.2% | +22.6% | +21.7% |
| 3M | +9.8% | +3.9% | +5.9% | +6.8% |
| 6M | +164.1% | +7.8% | +156.4% | +148.5% |
| YTD | +260.3% | +13.4% | +246.9% | +226.3% |
| 1Y | +661.2% | +20.3% | +640.9% | +561.6% |
| 3Y | +1,380.8% | +76.1% | +1,304.8% | +867.9% |
| 5Y | +1,346.4% | +45.0% | +1,301.4% | +954.3% |
| 10Y | +6,169.9% | +335.7% | +5,834.2% | +2,241.2% |
| All | +6,169.9% | +324.0% | +5,845.9% | +2,241.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling