-22.5%
MOS vs NLY
+12.5%
-35.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | -1.7% | -4.0% | +2.3% | -0.3% |
| 30D | +12.4% | -5.2% | +17.6% | +14.4% |
| 3M | +20.5% | +2.8% | +17.6% | +18.1% |
| 6M | -12.0% | +4.2% | -16.2% | -15.1% |
| YTD | +7.4% | +4.7% | +2.8% | +1.7% |
| 1Y | -22.5% | +12.7% | -35.2% | -30.3% |
| All | -22.5% | +12.5% | -35.0% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling