+1,209.8%
MET vs NSC
+3,788.1%
-2,578.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | +1.2% | -5.5% | +6.7% | +4.4% |
| 30D | +1.4% | -3.2% | +4.6% | +3.2% |
| 3M | +17.7% | +7.7% | +10.0% | +12.4% |
| 6M | +35.0% | +4.5% | +30.5% | +30.4% |
| YTD | +26.3% | +15.6% | +10.7% | +15.0% |
| 1Y | +22.8% | +19.8% | +3.0% | +9.5% |
| 3Y | +65.9% | +70.1% | -4.2% | +17.4% |
| 5Y | +85.4% | +46.1% | +39.2% | +40.0% |
| 10Y | +253.7% | +328.1% | -74.4% | +45.6% |
| All | +1,209.8% | +3,788.1% | -2,578.3% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 all: compounded portfolio wealth divided by compounded NSC 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…
all analysis · Full analysis span regression · 6 months rolling