+3,326.5%
NSC vs MTCH
+14,607.1%
-11,280.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -5.5% | +0.7% | -6.2% | -5.6% |
| 30D | -3.2% | +9.7% | -12.9% | -4.5% |
| 3M | +7.7% | +21.1% | -13.4% | +4.7% |
| 6M | +4.5% | +37.5% | -33.0% | -0.3% |
| YTD | +15.6% | +31.9% | -16.4% | +10.7% |
| 1Y | +19.8% | +14.6% | +5.3% | +16.8% |
| 3Y | +70.1% | -6.2% | +76.3% | +67.8% |
| 5Y | +46.1% | -70.6% | +116.7% | +62.3% |
| 10Y | +328.1% | +185.6% | +142.5% | +236.3% |
| All | +3,326.5% | +14,607.1% | -11,280.6% | +2,101.5% |
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