+3,324.2%
NSC vs MTCH
+14,599.3%
-11,275.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +2.5% | +6.7% | -4.2% | +1.6% |
| 30D | +1.7% | -1.8% | +3.5% | +1.8% |
| 3M | -2.6% | +12.2% | -14.8% | -4.3% |
| 6M | +6.4% | +16.6% | -10.2% | +3.8% |
| YTD | +15.5% | +31.8% | -16.4% | +10.4% |
| 1Y | +17.6% | +30.8% | -13.2% | +12.5% |
| 3Y | +75.0% | +49.6% | +25.3% | +62.4% |
| 5Y | +32.2% | -70.3% | +102.5% | +46.8% |
| 10Y | +296.6% | +155.1% | +141.5% | +216.0% |
| All | +3,324.2% | +14,599.3% | -11,275.1% | +2,096.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling