-32.4%
MOS vs NTR
+20.6%
-53.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +1.0% |
| 7D | +21.6% | +3.0% | +18.6% | +19.0% |
| 30D | +12.0% | +2.2% | +9.8% | +10.4% |
| 3M | -3.9% | +7.9% | -11.8% | -9.8% |
| 6M | -3.3% | -1.5% | -1.8% | -2.7% |
| YTD | -4.6% | +18.6% | -23.3% | -19.8% |
| 1Y | -7.0% | +31.7% | -38.7% | -29.1% |
| 3Y | -24.4% | +46.4% | -70.9% | -48.6% |
| All | -32.4% | +20.6% | -53.0% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling