+73.3%
NSC vs RMBS
+28.3%
+45.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.0% | -9.8% | -3.4% |
| 7D | -6.6% | -12.0% | +5.3% | -5.8% |
| 30D | +2.2% | -33.1% | +35.3% | +5.1% |
| 3M | -6.2% | -23.7% | +17.5% | -4.7% |
| 6M | +1.7% | -42.7% | +44.4% | +4.7% |
| YTD | +12.2% | -18.9% | +31.1% | +9.2% |
| 1Y | +15.4% | -30.0% | +45.4% | +14.1% |
| 3Y | +73.3% | +28.8% | +44.5% | +48.1% |
| All | +73.3% | +28.3% | +45.1% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling