+296.7%
NSC vs M
-4.2%
+300.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -3.4% | +5.0% | -8.4% | -4.3% |
| 30D | +3.6% | +10.6% | -7.0% | +1.7% |
| 3M | -1.4% | +1.6% | -3.0% | -2.0% |
| 6M | +6.0% | +30.8% | -24.9% | +0.2% |
| YTD | +15.5% | +16.9% | -1.4% | +10.9% |
| 1Y | +16.2% | +26.3% | -10.0% | +9.9% |
| 3Y | +76.9% | +158.6% | -81.7% | +40.9% |
| 5Y | +29.3% | +2.1% | +27.2% | +15.9% |
| All | +296.7% | -4.2% | +300.9% | +174.3% |
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