+335.7%
NSC vs RMBS
+557.5%
-221.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -2.0% | +3.5% | -5.5% | -2.7% |
| 30D | -3.2% | -8.6% | +5.4% | -1.7% |
| 3M | +3.9% | -40.3% | +44.2% | +13.6% |
| 6M | +7.8% | -1.0% | +8.8% | +1.9% |
| YTD | +13.4% | -4.6% | +18.0% | +6.0% |
| 1Y | +20.3% | +17.6% | +2.7% | +3.7% |
| 3Y | +76.1% | +58.6% | +17.4% | +26.1% |
| 5Y | +45.0% | +270.9% | -225.9% | -31.0% |
| 10Y | +335.7% | +569.1% | -233.4% | +45.5% |
| All | +335.7% | +557.5% | -221.8% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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