+11.7%
MOS vs NLY
+81.8%
-70.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.6% |
| 7D | -1.7% | -4.0% | +2.3% | +0.5% |
| 30D | +12.4% | -5.2% | +17.6% | +15.6% |
| 3M | +20.5% | +2.8% | +17.6% | +18.2% |
| 6M | -12.0% | +4.2% | -16.2% | -14.3% |
| YTD | +7.4% | +4.7% | +2.8% | +4.0% |
| 1Y | -22.5% | +12.7% | -35.2% | -28.0% |
| 3Y | -25.5% | +62.5% | -88.0% | -44.3% |
| 5Y | -10.1% | +26.3% | -36.4% | -23.8% |
| All | +11.7% | +81.8% | -70.1% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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