+5,859.6%
NSC vs MAS
+1,727.7%
+4,131.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.7% | -1.1% |
| 7D | +1.8% | +14.2% | -12.4% | -3.2% |
| 30D | +8.8% | +26.8% | -18.0% | -0.5% |
| 3M | +1.2% | +13.1% | -11.9% | -3.7% |
| 6M | +11.3% | +27.9% | -16.6% | +0.4% |
| YTD | +20.7% | +38.7% | -17.9% | +4.7% |
| 1Y | +23.4% | +40.4% | -17.0% | +6.5% |
| 3Y | +87.1% | +66.1% | +21.0% | +49.7% |
| 5Y | +33.8% | +47.4% | -13.6% | +9.6% |
| 10Y | +356.6% | +238.3% | +118.3% | +174.4% |
| All | +5,859.6% | +1,727.7% | +4,131.9% | +1,704.4% |
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