+284.9%
NSC vs MOS
-3.5%
+288.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +2.5% | -2.0% | +4.4% | +2.9% |
| 30D | +1.7% | +15.3% | -13.6% | -2.2% |
| 3M | -2.6% | +1.5% | -4.0% | -3.7% |
| 6M | +6.4% | -2.0% | +8.4% | +5.2% |
| YTD | +15.5% | -6.5% | +22.0% | +13.8% |
| 1Y | +17.6% | -11.1% | +28.7% | +17.1% |
| 3Y | +75.0% | -30.3% | +105.2% | +79.7% |
| 5Y | +32.2% | -33.5% | +65.7% | +29.0% |
| All | +284.9% | -3.5% | +288.3% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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