+302.5%
NSC vs MOS
+6.2%
+296.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.4% |
| 7D | -5.4% | +19.7% | -25.0% | -9.6% |
| 30D | +2.9% | +21.5% | -18.6% | -2.2% |
| 3M | -2.2% | -0.4% | -1.7% | -2.9% |
| 6M | +5.3% | +4.5% | +0.7% | +2.5% |
| YTD | +14.8% | -2.9% | +17.7% | +12.2% |
| 1Y | +16.6% | -7.7% | +24.3% | +15.1% |
| 3Y | +78.6% | -25.6% | +104.2% | +80.6% |
| 5Y | +27.2% | -31.2% | +58.3% | +23.1% |
| 10Y | +302.5% | +2.8% | +299.7% | +194.9% |
| All | +302.5% | +6.2% | +296.4% | +194.9% |
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