+20.8%
NSC vs MCO
-7.0%
+27.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -1.4% | -7.3% | +5.9% | -1.4% |
| 30D | -3.4% | -1.7% | -1.7% | -3.3% |
| 3M | +5.1% | +3.9% | +1.1% | +5.5% |
| 6M | +9.2% | +3.8% | +5.4% | +9.4% |
| YTD | +13.4% | -7.9% | +21.3% | +14.2% |
| 1Y | +20.8% | -6.8% | +27.6% | +21.2% |
| All | +20.8% | -7.0% | +27.8% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling