+24.4%
NSC vs MOS
-32.4%
+56.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.8% |
| 7D | -6.6% | +21.6% | -28.2% | -9.5% |
| 30D | +2.2% | +12.0% | -9.8% | +0.2% |
| 3M | -6.2% | -3.9% | -2.3% | -6.1% |
| 6M | +1.7% | -3.3% | +5.0% | +1.3% |
| YTD | +12.2% | -4.6% | +16.9% | +11.0% |
| 1Y | +15.4% | -7.0% | +22.4% | +14.4% |
| 3Y | +73.3% | -24.4% | +97.8% | +74.1% |
| All | +24.4% | -32.4% | +56.7% | +22.9% |
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 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