+309.6%
NSC vs MUB
+20.8%
+288.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | -6.6% | +0.7% | -7.3% | -7.2% |
| 30D | +2.2% | +4.4% | -2.2% | -1.5% |
| 3M | -6.2% | -0.2% | -6.0% | -6.1% |
| 6M | +1.7% | -0.6% | +2.3% | +2.2% |
| YTD | +12.2% | +0.3% | +11.9% | +11.9% |
| 1Y | +15.4% | +0.8% | +14.6% | +14.7% |
| 3Y | +73.3% | +12.0% | +61.3% | +56.4% |
| 5Y | +24.7% | +3.4% | +21.2% | +20.1% |
| All | +309.6% | +20.8% | +288.8% | +365.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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