+39.3%
MTZ vs NSC
+20.5%
+18.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.8% |
| 7D | +3.6% | -1.5% | +5.1% | +3.7% |
| 30D | -9.6% | -1.9% | -7.7% | -9.5% |
| 3M | -31.9% | +6.2% | -38.2% | -33.3% |
| 6M | -13.8% | +9.2% | -23.0% | -16.2% |
| YTD | +13.3% | +15.0% | -1.8% | +9.6% |
| 1Y | +39.3% | +21.1% | +18.2% | +38.0% |
| All | +39.3% | +20.5% | +18.8% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling