+3,118.9%
NSC vs MCO
+7,698.6%
-4,579.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.3% |
| 7D | -5.5% | -4.2% | -1.4% | -4.0% |
| 30D | -3.2% | +2.2% | -5.4% | -4.1% |
| 3M | +7.7% | +10.1% | -2.4% | +3.4% |
| 6M | +4.5% | +5.3% | -0.7% | +1.6% |
| YTD | +15.6% | -2.7% | +18.3% | +14.9% |
| 1Y | +19.8% | -0.4% | +20.2% | +17.6% |
| 3Y | +70.1% | +49.0% | +21.1% | +41.7% |
| 5Y | +46.1% | +33.6% | +12.5% | +24.7% |
| 10Y | +328.1% | +395.3% | -67.2% | +124.7% |
| All | +3,118.9% | +7,698.6% | -4,579.7% | +516.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling