+76.9%
NSC vs MSFU
+29.5%
+47.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +5.0% | +0.8% |
| 7D | -3.4% | +4.0% | -7.5% | -3.5% |
| 30D | +3.6% | -2.3% | +5.9% | +3.7% |
| 3M | -1.4% | +7.1% | -8.5% | -1.7% |
| 6M | +6.0% | +48.9% | -42.9% | +4.1% |
| YTD | +15.5% | +2.4% | +13.1% | +16.7% |
| 1Y | +16.2% | -8.1% | +24.3% | +19.0% |
| 3Y | +76.9% | +25.2% | +51.8% | +71.8% |
| All | +76.9% | +29.5% | +47.5% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling