+45.0%
NSC vs MCO
+29.3%
+15.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | -2.0% | -3.1% | +1.1% | -1.0% |
| 30D | -3.2% | -0.5% | -2.7% | -3.1% |
| 3M | +3.9% | +5.7% | -1.8% | +1.4% |
| 6M | +7.8% | +3.0% | +4.8% | +5.7% |
| YTD | +13.4% | -6.5% | +19.9% | +14.9% |
| 1Y | +20.3% | -5.8% | +26.1% | +21.0% |
| 3Y | +76.1% | +43.1% | +33.0% | +44.9% |
| 5Y | +45.0% | +29.5% | +15.5% | +18.0% |
| All | +45.0% | +29.3% | +15.7% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling