+5,601.7%
NSC vs MOD
+1,544.7%
+4,057.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.3% | +2.9% | -3.0% |
| 7D | -3.8% | -34.2% | +30.4% | +3.2% |
| 30D | +4.1% | -51.9% | +56.0% | +17.9% |
| 3M | -3.3% | -53.0% | +49.8% | +9.3% |
| 6M | +5.9% | -66.4% | +72.2% | +25.3% |
| YTD | +15.5% | -31.5% | +47.0% | +17.3% |
| 1Y | +19.3% | -39.6% | +58.9% | +23.0% |
| 3Y | +79.0% | +116.8% | -37.8% | +32.3% |
| 5Y | +28.3% | +713.8% | -685.5% | -31.3% |
| 10Y | +336.8% | +882.7% | -545.8% | +94.4% |
| All | +5,601.7% | +1,544.7% | +4,057.0% | +1,724.7% |
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