-16.2%
MOS vs NTR
+42.7%
-58.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | +1.7% | +0.5% | +1.1% | +1.3% |
| 30D | +11.7% | +21.7% | -10.1% | -2.5% |
| 3M | +23.2% | +22.8% | +0.4% | +6.8% |
| 6M | -1.6% | +8.2% | -9.9% | -6.7% |
| YTD | +10.8% | +32.9% | -22.1% | -10.3% |
| 1Y | -16.2% | +45.3% | -61.6% | -35.7% |
| All | -16.2% | +42.7% | -58.9% | -35.7% |
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 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