+24.4%
NSC vs MSI
+118.7%
-94.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -6.6% | +4.7% | -11.3% | -8.2% |
| 30D | +2.2% | +14.8% | -12.6% | -2.9% |
| 3M | -6.2% | +8.8% | -15.0% | -9.2% |
| 6M | +1.7% | +19.3% | -17.6% | -5.5% |
| YTD | +12.2% | +35.3% | -23.1% | -1.4% |
| 1Y | +15.4% | +33.8% | -18.4% | +1.9% |
| 3Y | +73.3% | +74.4% | -1.1% | +30.3% |
| All | +24.4% | +118.7% | -94.4% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling