+106,206.6%
MU vs NSC
+5,745.4%
+100,461.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +5.8% |
| 7D | +9.0% | -5.5% | +14.5% | +12.2% |
| 30D | +13.8% | -3.2% | +17.0% | +15.7% |
| 3M | +2.1% | +7.7% | -5.6% | -2.4% |
| 6M | +153.8% | +4.5% | +149.3% | +145.4% |
| YTD | +256.4% | +15.6% | +240.8% | +225.0% |
| 1Y | +719.8% | +19.8% | +699.9% | +631.6% |
| 3Y | +1,360.4% | +70.1% | +1,290.3% | +960.8% |
| 5Y | +1,312.4% | +46.1% | +1,266.3% | +998.9% |
| 10Y | +6,142.6% | +328.1% | +5,814.5% | +2,664.7% |
| All | +106,206.6% | +5,745.4% | +100,461.2% | +9,295.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling