+302.5%
NSC vs MSI
+689.5%
-387.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.6% |
| 7D | -5.4% | +8.3% | -13.7% | -8.9% |
| 30D | +2.9% | +18.9% | -15.9% | -5.1% |
| 3M | -2.2% | +13.2% | -15.4% | -7.9% |
| 6M | +5.3% | +38.3% | -33.0% | -10.3% |
| YTD | +14.8% | +38.9% | -24.1% | -3.5% |
| 1Y | +16.6% | +36.7% | -20.1% | -1.3% |
| 3Y | +78.6% | +76.6% | +2.0% | +28.9% |
| 5Y | +27.2% | +124.5% | -97.3% | -20.7% |
| 10Y | +302.5% | +674.5% | -372.0% | +51.7% |
| All | +302.5% | +689.5% | -387.0% | +51.7% |
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