+15.5%
NSC vs MSFU
-1.7%
+17.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.6% | +2.1% |
| 7D | -5.4% | +14.6% | -19.9% | -4.5% |
| 30D | +2.9% | +2.1% | +0.8% | +3.2% |
| 3M | -2.2% | +14.7% | -16.8% | -1.2% |
| 6M | +5.3% | +55.7% | -50.4% | +8.8% |
| YTD | +14.8% | +7.1% | +7.7% | +14.4% |
| All | +15.5% | -1.7% | +17.2% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling