+78.6%
NSC vs MTCH
-3.6%
+82.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -1.5% | -1.8% | +0.3% | -1.2% |
| 30D | -1.9% | +10.4% | -12.4% | -3.7% |
| 3M | +6.2% | +21.0% | -14.8% | +2.2% |
| 6M | +9.2% | +36.6% | -27.4% | +2.0% |
| YTD | +15.0% | +29.7% | -14.7% | +8.4% |
| 1Y | +21.1% | +8.6% | +12.5% | +18.4% |
| 3Y | +78.6% | -2.7% | +81.3% | +83.7% |
| All | +78.6% | -3.6% | +82.2% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling