+43.5%
NSC vs MSFU
+93.3%
-49.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -2.7% |
| 7D | -6.6% | +2.5% | -9.1% | -6.8% |
| 30D | +2.2% | -1.3% | +3.4% | +2.1% |
| 3M | -6.2% | +8.6% | -14.9% | -6.9% |
| 6M | +1.7% | +48.4% | -46.7% | -2.0% |
| YTD | +12.2% | +1.6% | +10.7% | +12.2% |
| 1Y | +15.4% | -5.8% | +21.2% | +16.4% |
| 3Y | +73.3% | +30.9% | +42.4% | +58.8% |
| All | +43.5% | +93.3% | -49.8% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling