+309.6%
NSC vs M
-4.2%
+313.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.8% | -2.0% |
| 7D | -6.6% | -4.3% | -2.4% | -6.0% |
| 30D | +2.2% | +1.3% | +0.9% | +1.8% |
| 3M | -6.2% | -7.4% | +1.2% | -5.2% |
| 6M | +1.7% | +18.3% | -16.7% | -2.2% |
| YTD | +12.2% | +7.6% | +4.6% | +9.3% |
| 1Y | +15.4% | +17.4% | -2.0% | +10.5% |
| 3Y | +73.3% | +108.4% | -35.0% | +43.4% |
| 5Y | +24.7% | -10.6% | +35.3% | +14.5% |
| All | +309.6% | -4.2% | +313.8% | +189.7% |
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