+24.4%
NSC vs M
-11.5%
+35.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.8% | -2.2% |
| 7D | -6.6% | -4.3% | -2.4% | -6.1% |
| 30D | +2.2% | +1.3% | +0.9% | +1.9% |
| 3M | -6.2% | -7.4% | +1.2% | -5.4% |
| 6M | +1.7% | +18.3% | -16.7% | -1.5% |
| YTD | +12.2% | +7.6% | +4.6% | +9.9% |
| 1Y | +15.4% | +17.4% | -2.0% | +11.4% |
| 3Y | +73.3% | +108.4% | -35.0% | +46.9% |
| All | +24.4% | -11.5% | +35.8% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling