+284.9%
NSC vs MCO
+453.0%
-168.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | +2.5% | +0.5% | +2.0% | +2.2% |
| 30D | +1.7% | +9.8% | -8.1% | -3.0% |
| 3M | -2.6% | +4.3% | -6.8% | -4.9% |
| 6M | +6.4% | +16.5% | -10.0% | -2.5% |
| YTD | +15.5% | +0.1% | +15.3% | +12.6% |
| 1Y | +17.6% | +4.4% | +13.1% | +12.0% |
| 3Y | +75.0% | +51.6% | +23.4% | +32.3% |
| 5Y | +32.2% | +36.7% | -4.5% | +3.2% |
| All | +284.9% | +453.0% | -168.2% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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