+5,605.4%
NSC vs MSI
+4,035.2%
+1,570.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -5.5% | -3.7% | -1.8% | -4.7% |
| 30D | -3.2% | +6.8% | -10.0% | -4.9% |
| 3M | +7.7% | +14.3% | -6.6% | +4.1% |
| 6M | +4.5% | -1.6% | +6.1% | +4.4% |
| YTD | +15.6% | +22.8% | -7.2% | +9.3% |
| 1Y | +19.8% | -1.1% | +20.9% | +19.2% |
| 3Y | +70.1% | +70.5% | -0.4% | +47.7% |
| 5Y | +46.1% | +102.8% | -56.7% | +21.2% |
| 10Y | +328.1% | +597.4% | -269.3% | +169.8% |
| All | +5,605.4% | +4,035.2% | +1,570.2% | +1,947.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling