+5,605.4%
NSC vs MOD
+3,565.2%
+2,040.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.3% |
| 7D | -5.5% | +9.6% | -15.1% | -7.2% |
| 30D | -3.2% | 0.0% | -3.2% | -3.5% |
| 3M | +7.7% | -35.4% | +43.0% | +15.3% |
| 6M | +4.5% | -7.3% | +11.8% | +3.1% |
| YTD | +15.6% | +45.8% | -30.2% | +3.5% |
| 1Y | +19.8% | +43.1% | -23.3% | +6.2% |
| 3Y | +70.1% | +297.7% | -227.6% | +13.8% |
| 5Y | +46.1% | +1,478.8% | -1,432.6% | -29.9% |
| 10Y | +328.1% | +1,633.4% | -1,305.3% | +74.2% |
| All | +5,605.4% | +3,565.2% | +2,040.1% | +1,504.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling