-18.5%
MOS vs NIO
-49.2%
+30.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.9% | +1.3% | -4.0% |
| 7D | -2.6% | -4.7% | +2.1% | -2.1% |
| 30D | +13.5% | -14.3% | +27.8% | +15.2% |
| 3M | -2.9% | -32.8% | +29.9% | +0.8% |
| 6M | -1.0% | -49.8% | +48.8% | +5.4% |
| YTD | -7.2% | -40.2% | +33.0% | -3.4% |
| 1Y | -11.4% | -52.7% | +41.3% | -5.7% |
| 3Y | -29.0% | -57.9% | +28.9% | -26.5% |
| 5Y | -34.0% | -92.9% | +58.9% | -23.7% |
| All | -18.5% | -49.2% | +30.6% | -28.2% |
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