+16.2%
NSC vs RMBS
-27.4%
+43.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.4% | -8.4% | +5.0% | -3.4% |
| 30D | +3.6% | -24.9% | +28.5% | +3.9% |
| 3M | -1.4% | -15.8% | +14.4% | -1.3% |
| 6M | +6.0% | -37.5% | +43.5% | +6.1% |
| YTD | +15.5% | -12.1% | +27.6% | +13.4% |
| 1Y | +16.2% | -27.0% | +43.2% | +14.8% |
| All | +16.2% | -27.4% | +43.6% | +14.8% |
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