+1,371.2%
MU vs NSC
+77.4%
+1,293.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +5.9% |
| 7D | +9.0% | -5.5% | +14.5% | +11.3% |
| 30D | +13.8% | -3.2% | +17.0% | +15.2% |
| 3M | +2.1% | +7.7% | -5.6% | -1.3% |
| 6M | +153.8% | +4.5% | +149.3% | +147.8% |
| YTD | +256.4% | +15.6% | +240.8% | +231.3% |
| 1Y | +719.8% | +19.8% | +699.9% | +646.7% |
| All | +1,371.2% | +77.4% | +1,293.9% | +1,023.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling