+5,605.4%
NSC vs MAS
+1,430.5%
+4,174.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.2% |
| 7D | -5.5% | -0.8% | -4.8% | -5.2% |
| 30D | -3.2% | -5.6% | +2.4% | -1.3% |
| 3M | +7.7% | +4.4% | +3.2% | +5.1% |
| 6M | +4.5% | +7.2% | -2.7% | +0.3% |
| YTD | +15.6% | +16.1% | -0.5% | +7.4% |
| 1Y | +19.8% | +0.1% | +19.7% | +17.2% |
| 3Y | +70.1% | +28.3% | +41.8% | +49.8% |
| 5Y | +46.1% | +30.5% | +15.7% | +25.4% |
| 10Y | +328.1% | +139.1% | +189.0% | +190.9% |
| All | +5,605.4% | +1,430.5% | +4,174.9% | +1,749.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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