+1,428.4%
NSC vs MKTX
+1,446.2%
-17.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | -3.2% | +1.1% | -4.3% | -3.4% |
| 3M | +7.7% | +36.1% | -28.4% | -1.0% |
| 6M | +4.5% | -12.9% | +17.4% | +6.4% |
| YTD | +15.6% | -8.5% | +24.1% | +16.1% |
| 1Y | +19.8% | -7.5% | +27.4% | +19.8% |
| 3Y | +70.1% | -28.3% | +98.4% | +75.6% |
| 5Y | +46.1% | -63.3% | +109.4% | +72.9% |
| 10Y | +328.1% | +4.5% | +323.6% | +271.4% |
| All | +1,428.4% | +1,446.2% | -17.8% | +463.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling