+329.1%
NSC vs MSI
+595.6%
-266.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -5.5% | -3.7% | -1.8% | -3.9% |
| 30D | -3.2% | +6.8% | -10.0% | -6.5% |
| 3M | +7.7% | +14.3% | -6.6% | +0.6% |
| 6M | +4.5% | -1.6% | +6.1% | +4.2% |
| YTD | +15.6% | +22.8% | -7.2% | +3.1% |
| 1Y | +19.8% | -1.1% | +20.9% | +18.5% |
| 3Y | +70.1% | +70.5% | -0.4% | +24.4% |
| 5Y | +46.1% | +102.8% | -56.7% | -4.4% |
| All | +329.1% | +595.6% | -266.5% | +78.8% |
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