+309.6%
NSC vs MOD
+911.6%
-602.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.7% | -8.5% | -3.7% |
| 7D | -6.6% | -25.5% | +18.9% | -3.0% |
| 30D | +2.2% | -49.0% | +51.2% | +11.9% |
| 3M | -6.2% | -49.8% | +43.6% | +2.4% |
| 6M | +1.7% | -64.8% | +66.5% | +15.7% |
| YTD | +12.2% | -27.6% | +39.9% | +12.0% |
| 1Y | +15.4% | -35.2% | +50.6% | +16.4% |
| 3Y | +73.3% | +137.1% | -63.8% | +28.6% |
| 5Y | +24.7% | +760.3% | -735.6% | -31.5% |
| All | +309.6% | +911.6% | -602.0% | +103.8% |
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