+12.4%
MOS vs NTR
+100.5%
-88.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +3.0% |
| 7D | +9.5% | +8.1% | +1.4% | +1.3% |
| 30D | +10.4% | +18.8% | -8.3% | -7.1% |
| 3M | +12.9% | +16.2% | -3.3% | -3.5% |
| 6M | +1.2% | +9.8% | -8.5% | -9.8% |
| YTD | +9.3% | +30.9% | -21.6% | -19.0% |
| 1Y | -18.0% | +41.8% | -59.7% | -44.4% |
| 3Y | -29.0% | +35.8% | -64.8% | -50.4% |
| 5Y | -9.6% | +51.0% | -60.6% | -46.0% |
| All | +12.4% | +100.5% | -88.1% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling