-7.3%
MOS vs NLY
+29.5%
-36.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | +11.7% | -1.3% | +13.0% | +12.2% |
| 3M | +23.2% | +7.6% | +15.5% | +19.1% |
| 6M | -1.6% | +8.9% | -10.5% | -5.6% |
| YTD | +10.8% | +8.1% | +2.8% | +6.5% |
| 1Y | -16.2% | +15.8% | -32.0% | -21.9% |
| 3Y | -24.2% | +70.2% | -94.4% | -40.6% |
| All | -7.3% | +29.5% | -36.8% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling