-11.1%
MOS vs NTR
+21.2%
-32.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.0% | -0.3% | -1.6% | -1.7% |
| 30D | +15.3% | +2.0% | +13.3% | +14.0% |
| 3M | +1.5% | +6.4% | -4.9% | -2.1% |
| 6M | -2.0% | +1.6% | -3.6% | -2.5% |
| YTD | -6.5% | +18.2% | -24.7% | -18.1% |
| 1Y | -11.1% | +23.9% | -35.0% | -26.0% |
| All | -11.1% | +21.2% | -32.2% | -26.0% |
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