-17.9%
MOS vs NIO
-51.7%
+33.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.7% | +1.2% |
| 7D | -2.0% | -14.5% | +12.5% | -0.5% |
| 30D | +15.3% | -15.0% | +30.3% | +17.1% |
| 3M | +1.5% | -35.6% | +37.1% | +5.7% |
| 6M | -2.0% | -55.7% | +53.7% | +5.7% |
| YTD | -6.5% | -43.1% | +36.6% | -2.2% |
| 1Y | -11.1% | -53.5% | +42.5% | -5.2% |
| 3Y | -30.3% | -59.8% | +29.6% | -27.4% |
| 5Y | -33.5% | -93.2% | +59.7% | -22.8% |
| All | -17.9% | -51.7% | +33.7% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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