+5,440.5%
NSC vs MSI
+4,457.4%
+983.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -6.6% | +4.7% | -11.3% | -7.7% |
| 30D | +2.2% | +14.8% | -12.6% | -1.2% |
| 3M | -6.2% | +8.8% | -15.0% | -8.2% |
| 6M | +1.7% | +19.3% | -17.6% | -3.1% |
| YTD | +12.2% | +35.3% | -23.1% | +3.6% |
| 1Y | +15.4% | +33.8% | -18.4% | +6.8% |
| 3Y | +73.3% | +74.4% | -1.1% | +49.6% |
| 5Y | +24.7% | +120.5% | -95.8% | +1.3% |
| 10Y | +324.5% | +685.2% | -360.7% | +160.2% |
| All | +5,440.5% | +4,457.4% | +983.1% | +1,840.6% |
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