+323.6%
NSC vs M
-2.2%
+325.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.1% |
| 7D | -5.5% | +4.7% | -10.2% | -6.3% |
| 30D | -3.2% | -9.6% | +6.4% | -1.6% |
| 3M | +7.7% | +0.9% | +6.8% | +7.0% |
| 6M | +4.5% | +22.3% | -17.8% | +0.1% |
| YTD | +15.6% | +6.5% | +9.0% | +13.0% |
| 1Y | +19.8% | +38.8% | -18.9% | +11.4% |
| 3Y | +70.1% | +115.9% | -45.8% | +39.9% |
| 5Y | +46.1% | +28.6% | +17.5% | +24.3% |
| All | +323.6% | -2.2% | +325.8% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling