+3,116.6%
NSC vs MCO
+7,930.1%
-4,813.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | +1.7% | +9.8% | -8.1% | -1.9% |
| 3M | -2.6% | +4.3% | -6.8% | -4.3% |
| 6M | +6.4% | +16.5% | -10.0% | -0.3% |
| YTD | +15.5% | +0.1% | +15.3% | +13.3% |
| 1Y | +17.6% | +4.4% | +13.1% | +13.4% |
| 3Y | +75.0% | +51.6% | +23.4% | +44.7% |
| 5Y | +32.2% | +36.7% | -4.5% | +11.8% |
| 10Y | +296.6% | +455.7% | -159.1% | +99.6% |
| All | +3,116.6% | +7,930.1% | -4,813.5% | +507.9% |
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 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