+28.3%
NSC vs MOS
-31.6%
+59.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.3% | -7.6% | -4.8% |
| 7D | -3.8% | +22.5% | -26.3% | -6.8% |
| 30D | +4.1% | +6.6% | -2.5% | +2.8% |
| 3M | -3.3% | -3.8% | +0.5% | -3.1% |
| 6M | +5.9% | -2.2% | +8.1% | +5.3% |
| YTD | +15.5% | -4.8% | +20.3% | +14.2% |
| 1Y | +19.3% | -11.7% | +31.0% | +19.4% |
| 3Y | +79.0% | -26.5% | +105.6% | +80.8% |
| 5Y | +28.3% | -32.2% | +60.5% | +27.0% |
| All | +28.3% | -31.6% | +59.9% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling