+2,673.5%
NSC vs MOH
+1,334.3%
+1,339.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | -3.2% | +2.9% | -6.1% | -3.8% |
| 3M | +7.7% | +4.1% | +3.5% | +6.4% |
| 6M | +4.5% | +33.8% | -29.3% | -1.3% |
| YTD | +15.6% | +15.7% | -0.1% | +10.6% |
| 1Y | +19.8% | +17.5% | +2.3% | +13.6% |
| 3Y | +70.1% | -35.3% | +105.4% | +72.2% |
| 5Y | +46.1% | -26.9% | +73.0% | +43.2% |
| 10Y | +328.1% | +262.9% | +65.2% | +207.0% |
| All | +2,673.5% | +1,334.3% | +1,339.2% | +1,439.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling