+24.4%
NSC vs MUB
+3.2%
+21.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.3% |
| 3M | -6.2% | -0.4% | -5.8% | -5.8% |
| 6M | +1.7% | -0.9% | +2.6% | +2.5% |
| YTD | +12.2% | +0.1% | +12.2% | +12.2% |
| 1Y | +15.4% | +0.5% | +14.9% | +15.0% |
| 3Y | +73.3% | +11.7% | +61.6% | +55.2% |
| All | +24.4% | +3.2% | +21.1% | +13.0% |
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 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