+321.5%
NSC vs MOD
+857.0%
-535.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.3% | +2.9% | -3.3% |
| 7D | -3.8% | -34.2% | +30.4% | +1.8% |
| 30D | +4.1% | -51.9% | +56.0% | +15.0% |
| 3M | -3.3% | -53.0% | +49.8% | +6.7% |
| 6M | +5.9% | -66.4% | +72.2% | +21.3% |
| YTD | +15.5% | -31.5% | +47.0% | +16.3% |
| 1Y | +19.3% | -39.6% | +58.9% | +21.7% |
| 3Y | +79.0% | +116.8% | -37.8% | +34.8% |
| 5Y | +28.3% | +713.8% | -685.5% | -28.9% |
| All | +321.5% | +857.0% | -535.4% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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