+74.6%
NSC vs MOS
-29.5%
+104.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -5.5% | +9.5% | -15.0% | -6.5% |
| 30D | -3.2% | +10.4% | -13.6% | -4.4% |
| 3M | +7.7% | +12.9% | -5.2% | +5.8% |
| 6M | +4.5% | +1.2% | +3.3% | +3.5% |
| YTD | +15.6% | +9.3% | +6.3% | +12.7% |
| 1Y | +19.8% | -18.0% | +37.8% | +22.2% |
| All | +74.6% | -29.5% | +104.0% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling