+14,700.0%
MO vs NSC
+5,718.1%
+8,982.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.9% |
| 7D | -2.0% | -1.5% | -0.5% | -1.7% |
| 30D | -0.3% | -1.9% | +1.7% | +0.1% |
| 3M | -2.9% | +6.2% | -9.2% | -4.2% |
| 6M | +5.8% | +9.2% | -3.4% | +3.6% |
| YTD | +22.0% | +15.0% | +7.0% | +18.2% |
| 1Y | +10.7% | +21.1% | -10.4% | +5.9% |
| 3Y | +94.4% | +78.6% | +15.8% | +69.1% |
| 5Y | +97.2% | +45.9% | +51.3% | +77.6% |
| 10Y | +103.0% | +326.9% | -223.9% | +45.8% |
| All | +14,700.0% | +5,718.1% | +8,982.0% | +4,604.3% |
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