+75.0%
NSC vs MUB
+9.9%
+65.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.4% |
| 7D | +2.5% | -1.3% | +3.7% | +3.2% |
| 30D | +1.7% | +2.2% | -0.5% | +0.3% |
| 3M | -2.6% | -1.6% | -0.9% | -1.5% |
| 6M | +6.4% | -1.3% | +7.7% | +7.4% |
| YTD | +15.5% | -0.7% | +16.1% | +16.1% |
| 1Y | +17.6% | -0.2% | +17.8% | +17.8% |
| 3Y | +75.0% | +9.6% | +65.3% | +54.8% |
| All | +75.0% | +9.9% | +65.0% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling