+298.3%
NSC vs MSI
+670.3%
-372.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -3.4% | +7.4% | -10.8% | -6.7% |
| 30D | +3.6% | +18.7% | -15.1% | -4.4% |
| 3M | -1.4% | +14.5% | -15.9% | -7.7% |
| 6M | +6.0% | +38.1% | -32.2% | -9.7% |
| YTD | +15.5% | +38.7% | -23.2% | -2.8% |
| 1Y | +16.2% | +35.4% | -19.2% | -1.1% |
| 3Y | +76.9% | +75.1% | +1.8% | +28.3% |
| 5Y | +29.3% | +126.4% | -97.1% | -19.7% |
| 10Y | +298.3% | +671.4% | -373.1% | +50.4% |
| All | +298.3% | +670.3% | -372.0% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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