+640.8%
MU vs NSC
+21.1%
+619.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | +7.2% | -1.5% | +8.7% | +7.1% |
| 30D | +14.0% | -1.9% | +15.9% | +13.9% |
| 3M | +5.4% | +6.2% | -0.8% | +5.8% |
| 6M | +170.3% | +9.2% | +161.1% | +170.7% |
| YTD | +250.7% | +15.0% | +235.6% | +256.0% |
| All | +640.8% | +21.1% | +619.7% | +661.1% |
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