-6.3%
MOS vs NTRS
+189.6%
-196.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -2.0% | +3.2% | -5.1% | -3.8% |
| 30D | +15.3% | +9.6% | +5.7% | +9.2% |
| 3M | +1.5% | -6.0% | +7.5% | +4.8% |
| 6M | -2.0% | +10.4% | -12.4% | -8.5% |
| YTD | -6.5% | +32.5% | -39.0% | -23.1% |
| 1Y | -11.1% | +41.2% | -52.3% | -29.7% |
| 3Y | -30.3% | +173.4% | -203.6% | -66.0% |
| 5Y | -33.5% | +65.0% | -98.5% | -56.0% |
| All | -6.3% | +189.6% | -196.0% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling