+157.9%
MTZ vs NSC
+46.2%
+111.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -1.6% | -5.5% | +3.9% | +1.2% |
| 30D | -11.1% | -3.2% | -7.9% | -9.8% |
| 3M | -36.7% | +7.7% | -44.4% | -39.5% |
| 6M | -21.9% | +4.5% | -26.5% | -24.5% |
| YTD | +9.1% | +15.6% | -6.4% | -0.4% |
| 1Y | +30.0% | +19.8% | +10.1% | +16.2% |
| 3Y | +138.5% | +70.1% | +68.4% | +70.6% |
| All | +157.9% | +46.2% | +111.7% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling