-4.0%
MOS vs NIO
-36.7%
+32.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.6% |
| 7D | +9.5% | -13.0% | +22.6% | +11.0% |
| 30D | +10.4% | -18.3% | +28.7% | +12.5% |
| 3M | +12.9% | -33.2% | +46.1% | +17.2% |
| 6M | +1.2% | -21.5% | +22.7% | +3.0% |
| YTD | +9.3% | -25.5% | +34.8% | +11.5% |
| 1Y | -18.0% | -38.0% | +20.0% | -15.1% |
| 3Y | -29.0% | -65.5% | +36.4% | -25.3% |
| 5Y | -9.6% | -90.6% | +81.0% | +1.8% |
| All | -4.0% | -36.7% | +32.6% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling