-0.1%
MOS vs NTR
+82.2%
-82.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.1% |
| 7D | +5.5% | -0.6% | +6.0% | +6.1% |
| 30D | +21.0% | +5.4% | +15.6% | +15.3% |
| 3M | -0.5% | +7.3% | -7.8% | -6.7% |
| 6M | +6.6% | +2.2% | +4.4% | +3.8% |
| YTD | -2.8% | +18.9% | -21.7% | -20.3% |
| 1Y | -8.1% | +23.7% | -31.7% | -27.7% |
| 3Y | -25.6% | +47.5% | -73.1% | -52.2% |
| 5Y | -29.8% | +22.0% | -51.8% | -47.2% |
| All | -0.1% | +82.2% | -82.2% | -49.5% |
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