+328.2%
NSC vs MKTX
+5.1%
+323.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -3.4% | +0.8% | -4.2% | -3.5% |
| 3M | +5.1% | +41.1% | -36.1% | -2.4% |
| 6M | +9.2% | -9.5% | +18.8% | +10.7% |
| YTD | +13.4% | -8.7% | +22.1% | +14.6% |
| 1Y | +20.8% | -10.0% | +30.8% | +22.2% |
| 3Y | +76.1% | -24.6% | +100.7% | +79.9% |
| 5Y | +45.3% | -60.3% | +105.6% | +68.6% |
| All | +328.2% | +5.1% | +323.1% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling