+328.2%
NSC vs MTCH
+203.9%
+124.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -1.4% | -1.4% | +0.1% | -1.2% |
| 30D | -3.4% | +13.6% | -17.0% | -5.4% |
| 3M | +5.1% | +22.4% | -17.3% | +1.4% |
| 6M | +9.2% | +37.2% | -28.0% | +3.2% |
| YTD | +13.4% | +31.8% | -18.4% | +7.6% |
| 1Y | +20.8% | +12.9% | +7.9% | +17.4% |
| 3Y | +76.1% | -1.1% | +77.2% | +71.3% |
| 5Y | +45.3% | -73.5% | +118.8% | +66.6% |
| All | +328.2% | +203.9% | +124.3% | +221.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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