+18.3%
NSC vs RMBS
-20.9%
+39.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +1.6% | +21.9% | -20.3% | +1.4% |
| 30D | +4.2% | -13.4% | +17.6% | +4.3% |
| 3M | -0.2% | -15.9% | +15.6% | -0.1% |
| 6M | +7.6% | -34.8% | +42.3% | +7.7% |
| YTD | +17.4% | -7.5% | +24.9% | +15.1% |
| 1Y | +18.3% | -16.9% | +35.2% | +16.0% |
| All | +18.3% | -20.9% | +39.2% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling