+73.3%
NSC vs MUB
+11.6%
+61.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | -6.6% | +0.7% | -7.3% | -7.0% |
| 30D | +2.2% | +4.4% | -2.2% | -0.5% |
| 3M | -6.2% | -0.4% | -5.8% | -5.8% |
| 6M | +1.7% | -0.9% | +2.6% | +2.4% |
| YTD | +12.2% | +0.1% | +12.2% | +12.3% |
| 1Y | +15.4% | +0.5% | +14.9% | +15.2% |
| 3Y | +73.3% | +11.7% | +61.6% | +57.0% |
| All | +73.3% | +11.6% | +61.8% | +57.0% |
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