+3,380.1%
NSC vs MTCH
+14,652.2%
-11,272.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +1.6% | +6.7% | -5.1% | +0.7% |
| 30D | +4.2% | -1.4% | +5.6% | +4.3% |
| 3M | -0.2% | +14.8% | -15.0% | -2.3% |
| 6M | +7.6% | +19.4% | -11.8% | +4.5% |
| YTD | +17.4% | +32.3% | -14.9% | +12.2% |
| 1Y | +18.3% | +29.5% | -11.2% | +13.3% |
| 3Y | +79.8% | +47.2% | +32.6% | +67.3% |
| 5Y | +34.3% | -70.2% | +104.6% | +49.1% |
| 10Y | +303.1% | +156.0% | +147.1% | +221.0% |
| All | +3,380.1% | +14,652.2% | -11,272.1% | +2,131.0% |
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