+10.5%
MOS vs NLY
+1,245.6%
-1,235.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | +7.1% | +0.4% | +6.6% | +6.9% |
| 30D | +15.0% | -1.4% | +16.4% | +15.6% |
| 3M | +24.1% | +12.0% | +12.1% | +18.3% |
| 6M | +2.7% | +8.3% | -5.6% | -0.8% |
| YTD | +12.2% | +8.6% | +3.6% | +8.1% |
| 1Y | -16.3% | +16.9% | -33.2% | -21.8% |
| 3Y | -23.3% | +71.0% | -94.3% | -39.0% |
| 5Y | -4.2% | +31.1% | -35.2% | -16.9% |
| 10Y | +12.6% | +81.0% | -68.4% | -13.5% |
| All | +10.5% | +1,245.6% | -1,235.1% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling