+906.2%
MU vs NSC
+76.9%
+829.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.4% | +5.6% |
| 7D | -12.0% | -5.4% | -6.7% | -10.0% |
| 30D | -28.7% | +2.9% | -31.7% | -29.4% |
| 3M | -16.4% | -2.2% | -14.3% | -15.7% |
| 6M | -1.8% | +5.3% | -7.1% | -4.3% |
| YTD | +157.1% | +14.8% | +142.3% | +139.2% |
| 1Y | +208.5% | +16.6% | +191.9% | +184.5% |
| 3Y | +906.2% | +78.6% | +827.6% | +697.8% |
| All | +906.2% | +76.9% | +829.2% | +697.8% |
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