+78.4%
NSC vs MOS
-26.7%
+105.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.3% | -7.6% | -4.7% |
| 7D | -3.8% | +22.5% | -26.3% | -6.0% |
| 30D | +4.1% | +6.6% | -2.5% | +3.2% |
| 3M | -3.3% | -3.8% | +0.5% | -3.1% |
| 6M | +5.9% | -2.2% | +8.1% | +5.5% |
| YTD | +15.5% | -4.8% | +20.3% | +14.4% |
| 1Y | +19.3% | -11.7% | +31.0% | +19.4% |
| All | +78.4% | -26.7% | +105.1% | +79.4% |
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 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