+492.6%
MTZ vs NSC
+315.5%
+177.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.8% | +6.7% | +7.4% |
| 7D | -2.4% | -5.4% | +2.9% | +0.9% |
| 30D | -11.1% | +2.9% | -14.0% | -13.2% |
| 3M | -30.6% | -2.2% | -28.5% | -30.2% |
| 6M | -54.4% | +5.3% | -59.6% | -56.7% |
| YTD | -13.0% | +14.8% | -27.8% | -22.6% |
| 1Y | -5.7% | +16.6% | -22.2% | -17.1% |
| 3Y | +297.2% | +78.6% | +218.6% | +152.4% |
| 5Y | +95.9% | +27.2% | +68.7% | +53.6% |
| 10Y | +492.6% | +302.5% | +190.1% | +73.9% |
| All | +492.6% | +315.5% | +177.1% | +73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling