+4,277.4%
MU vs NSC
+301.1%
+3,976.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.5% |
| 7D | -15.2% | -3.4% | -11.8% | -13.1% |
| 30D | -29.5% | +3.6% | -33.1% | -31.1% |
| 3M | -15.8% | -1.4% | -14.4% | -15.3% |
| 6M | -2.9% | +6.0% | -8.8% | -7.5% |
| YTD | +154.2% | +15.5% | +138.7% | +127.0% |
| 1Y | +186.6% | +16.2% | +170.4% | +154.5% |
| 3Y | +871.5% | +76.9% | +794.5% | +533.3% |
| 5Y | +911.7% | +29.3% | +882.4% | +701.0% |
| 10Y | +4,277.4% | +298.3% | +3,979.1% | +1,571.7% |
| All | +4,277.4% | +301.1% | +3,976.3% | +1,571.7% |
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