-4.6%
MOS vs NTR
+81.1%
-85.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.0% |
| 7D | -2.6% | -1.4% | -1.2% | -1.2% |
| 30D | +13.5% | +2.2% | +11.2% | +11.6% |
| 3M | -2.9% | +6.8% | -9.7% | -8.6% |
| 6M | -1.0% | +0.6% | -1.6% | -2.1% |
| YTD | -7.2% | +18.2% | -25.4% | -23.4% |
| 1Y | -11.4% | +21.3% | -32.7% | -28.9% |
| 3Y | -29.0% | +46.6% | -75.6% | -54.1% |
| 5Y | -34.0% | +21.3% | -55.3% | -50.1% |
| All | -4.6% | +81.1% | -85.7% | -51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling