+11.3%
MOS vs NTR
+98.7%
-87.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | +0.2% |
| 7D | +0.5% | -2.5% | +3.0% | +3.0% |
| 30D | +10.9% | +17.0% | -6.1% | -5.2% |
| 3M | +29.2% | +22.2% | +7.1% | +4.9% |
| 6M | -2.3% | +5.2% | -7.5% | -9.0% |
| YTD | +8.3% | +29.7% | -21.3% | -19.0% |
| 1Y | -21.2% | +39.4% | -60.6% | -45.6% |
| 3Y | -25.9% | +38.2% | -64.1% | -49.2% |
| 5Y | -9.4% | +47.6% | -57.0% | -44.5% |
| All | +11.3% | +98.7% | -87.3% | -48.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling