+298.3%
NSC vs RMBS
+536.4%
-238.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.4% | -8.4% | +5.0% | -2.1% |
| 30D | +3.6% | -24.9% | +28.5% | +8.6% |
| 3M | -1.4% | -15.8% | +14.4% | +0.4% |
| 6M | +6.0% | -37.5% | +43.5% | +11.7% |
| YTD | +15.5% | -12.1% | +27.6% | +8.2% |
| 1Y | +16.2% | -27.0% | +43.2% | +13.3% |
| 3Y | +76.9% | +28.8% | +48.1% | +33.7% |
| 5Y | +29.3% | +236.2% | -206.9% | -38.0% |
| 10Y | +298.3% | +546.6% | -248.3% | +30.6% |
| All | +298.3% | +536.4% | -238.1% | +30.6% |
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