+75.8%
NSC vs MKTX
-25.1%
+100.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -3.2% | +1.0% | -4.1% | -3.2% |
| 3M | +3.9% | +40.8% | -36.9% | +2.0% |
| 6M | +7.8% | -10.9% | +18.7% | +9.4% |
| YTD | +13.4% | -8.6% | +22.0% | +14.9% |
| 1Y | +20.3% | -11.6% | +31.9% | +22.1% |
| All | +75.8% | -25.1% | +100.9% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling