+47.7%
NSC vs MSFU
+95.0%
-47.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +5.0% | +0.9% |
| 7D | -3.4% | +4.0% | -7.5% | -3.7% |
| 30D | +3.6% | -2.3% | +5.9% | +3.7% |
| 3M | -1.4% | +7.1% | -8.5% | -2.1% |
| 6M | +6.0% | +48.9% | -42.9% | +2.1% |
| YTD | +15.5% | +2.4% | +13.1% | +15.3% |
| 1Y | +16.2% | -8.1% | +24.3% | +17.8% |
| 3Y | +76.9% | +25.2% | +51.8% | +63.6% |
| All | +47.7% | +95.0% | -47.3% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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