+47.8%
NSC vs MSFU
+76.3%
-28.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.8% |
| 7D | -5.5% | -5.7% | +0.2% | -5.1% |
| 30D | -3.2% | +4.2% | -7.4% | -3.6% |
| 3M | +7.7% | +27.9% | -20.2% | +5.5% |
| 6M | +4.5% | +37.1% | -32.6% | +0.9% |
| YTD | +15.6% | -7.4% | +22.9% | +16.4% |
| 1Y | +19.8% | -19.6% | +39.4% | +22.9% |
| 3Y | +70.1% | +33.2% | +36.9% | +53.7% |
| All | +47.8% | +76.3% | -28.6% | +22.4% |
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