+3,729.7%
NSC vs M
+442.1%
+3,287.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.1% | -6.3% | -0.1% |
| 7D | -5.4% | +2.5% | -7.9% | -6.0% |
| 30D | +2.9% | +10.1% | -7.1% | +0.4% |
| 3M | -2.2% | -0.9% | -1.2% | -2.4% |
| 6M | +5.3% | +30.2% | -24.9% | -2.6% |
| YTD | +14.8% | +16.3% | -1.5% | +8.4% |
| 1Y | +16.6% | +27.0% | -10.4% | +7.5% |
| 3Y | +78.6% | +154.5% | -75.9% | +30.5% |
| 5Y | +27.2% | -1.1% | +28.2% | +9.1% |
| 10Y | +302.5% | +0.5% | +302.0% | +177.2% |
| All | +3,729.7% | +442.1% | +3,287.6% | +1,303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling