-16.3%
MOS vs NIO
-43.5%
+27.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.9% | -5.8% | -0.4% |
| 7D | +21.6% | +5.6% | +16.0% | +21.0% |
| 30D | +12.0% | -4.2% | +16.2% | +12.4% |
| 3M | -3.9% | -26.3% | +22.4% | -1.2% |
| 6M | -3.3% | -42.5% | +39.2% | +1.6% |
| YTD | -4.6% | -33.5% | +28.9% | -1.7% |
| 1Y | -7.0% | -52.7% | +45.7% | -1.1% |
| 3Y | -24.4% | -57.5% | +33.0% | -21.8% |
| 5Y | -32.1% | -92.0% | +59.9% | -22.4% |
| All | -16.3% | -43.5% | +27.2% | -27.0% |
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