+28.3%
NSC vs MOD
+720.4%
-692.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.3% | +2.9% | -3.6% |
| 7D | -3.8% | -34.2% | +30.4% | +0.2% |
| 30D | +4.1% | -51.9% | +56.0% | +12.0% |
| 3M | -3.3% | -53.0% | +49.8% | +3.9% |
| 6M | +5.9% | -66.4% | +72.2% | +17.2% |
| YTD | +15.5% | -31.5% | +47.0% | +15.3% |
| 1Y | +19.3% | -39.6% | +58.9% | +20.4% |
| 3Y | +79.0% | +116.8% | -37.8% | +38.3% |
| 5Y | +28.3% | +713.8% | -685.5% | -24.4% |
| All | +28.3% | +720.4% | -692.1% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling