+230.1%
NSC vs MGY
+206.7%
+23.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.0% |
| 7D | -1.5% | -0.9% | -0.6% | -1.3% |
| 30D | -1.9% | +10.1% | -12.0% | -4.2% |
| 3M | +6.2% | -1.5% | +7.7% | +6.1% |
| 6M | +9.2% | -4.9% | +14.1% | +9.4% |
| YTD | +15.0% | +27.7% | -12.7% | +7.2% |
| 1Y | +21.1% | +20.1% | +1.0% | +14.2% |
| 3Y | +78.6% | +24.9% | +53.7% | +63.9% |
| 5Y | +45.9% | +91.6% | -45.7% | +15.6% |
| All | +230.1% | +206.7% | +23.4% | +109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling