-7.9%
MOS vs NTR
+29.5%
-37.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.1% |
| 7D | +24.8% | +4.1% | +20.7% | +21.3% |
| 30D | +22.7% | +7.0% | +15.7% | +17.0% |
| 3M | -1.2% | +9.7% | -10.9% | -6.8% |
| 6M | +5.5% | +7.4% | -1.9% | +0.4% |
| YTD | -2.0% | +19.8% | -21.7% | -14.4% |
| 1Y | -7.9% | +25.4% | -33.3% | -23.0% |
| All | -7.9% | +29.5% | -37.5% | -23.0% |
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