+45.9%
NSC vs MUB
+2.2%
+43.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.5% | -0.3% | -1.2% | -1.3% |
| 30D | -1.9% | -1.5% | -0.4% | -0.7% |
| 3M | +6.2% | -1.9% | +8.2% | +7.9% |
| 6M | +9.2% | -1.7% | +10.9% | +10.7% |
| YTD | +15.0% | -0.8% | +15.8% | +15.7% |
| 1Y | +21.1% | +1.5% | +19.6% | +19.6% |
| 3Y | +78.6% | +8.8% | +69.8% | +63.9% |
| 5Y | +45.9% | +2.0% | +43.9% | +26.3% |
| All | +45.9% | +2.2% | +43.7% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling