+324.2%
NSC vs MOH
+264.4%
+59.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.3% |
| 7D | -2.8% | +1.7% | -4.5% | -3.1% |
| 30D | -4.5% | -0.9% | -3.6% | -4.5% |
| 3M | +3.5% | +5.7% | -2.2% | +2.0% |
| 6M | +8.5% | +39.1% | -30.6% | +1.7% |
| YTD | +12.3% | +17.7% | -5.3% | +7.0% |
| 1Y | +18.9% | +8.4% | +10.6% | +14.3% |
| 3Y | +74.1% | -36.6% | +110.7% | +77.5% |
| 5Y | +43.9% | -19.1% | +63.0% | +36.4% |
| All | +324.2% | +264.4% | +59.8% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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