+74.6%
NSC vs MOD
+300.6%
-226.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.1% |
| 7D | -5.5% | +9.6% | -15.1% | -6.4% |
| 30D | -3.2% | 0.0% | -3.2% | -3.3% |
| 3M | +7.7% | -35.4% | +43.0% | +11.8% |
| 6M | +4.5% | -7.3% | +11.8% | +3.6% |
| YTD | +15.6% | +45.8% | -30.2% | +8.4% |
| 1Y | +19.8% | +43.1% | -23.3% | +11.6% |
| All | +74.6% | +300.6% | -226.0% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling