+1,342.5%
MU vs NSC
+47.3%
+1,295.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +5.9% |
| 7D | +9.0% | -5.5% | +14.5% | +11.9% |
| 30D | +13.8% | -3.2% | +17.0% | +15.5% |
| 3M | +2.1% | +7.7% | -5.6% | -2.0% |
| 6M | +153.8% | +4.5% | +149.3% | +146.3% |
| YTD | +256.4% | +15.6% | +240.8% | +226.9% |
| 1Y | +719.8% | +19.8% | +699.9% | +635.5% |
| 3Y | +1,360.4% | +70.1% | +1,290.3% | +956.0% |
| All | +1,342.5% | +47.3% | +1,295.2% | +1,060.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling