+291.1%
NSC vs MTB
+113.8%
+177.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +4.2% | +0.8% | +3.3% | +3.8% |
| 3M | -0.2% | -12.8% | +12.5% | +5.9% |
| 6M | +7.6% | +6.7% | +0.8% | +4.0% |
| YTD | +17.4% | +11.3% | +6.0% | +11.1% |
| 1Y | +18.3% | +20.2% | -1.9% | +8.0% |
| 3Y | +79.8% | +103.8% | -23.9% | +27.0% |
| 5Y | +34.3% | +60.9% | -26.5% | +1.3% |
| All | +291.1% | +113.8% | +177.3% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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