+32.3%
NSC vs MGY
+35.2%
-2.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.9% |
| 7D | +2.5% | +4.5% | -2.0% | +1.6% |
| 30D | +1.7% | -0.4% | +2.1% | +1.6% |
| 3M | -2.6% | -4.3% | +1.8% | -2.2% |
| 6M | +6.4% | -12.9% | +19.3% | +8.5% |
| YTD | +15.5% | +15.2% | +0.3% | +9.9% |
| 1Y | +17.6% | +10.3% | +7.3% | +12.9% |
| 3Y | +75.0% | +23.6% | +51.3% | +61.5% |
| All | +32.3% | +35.2% | -2.9% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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