-18.0%
MOS vs NTR
+43.1%
-61.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.5% |
| 7D | +9.5% | +8.1% | +1.4% | +3.7% |
| 30D | +10.4% | +18.8% | -8.3% | -1.9% |
| 3M | +12.9% | +16.2% | -3.3% | +1.7% |
| 6M | +1.2% | +9.8% | -8.5% | -5.3% |
| YTD | +9.3% | +30.9% | -21.6% | -10.5% |
| 1Y | -18.0% | +41.8% | -59.7% | -35.9% |
| All | -18.0% | +43.1% | -61.1% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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