-21.2%
MOS vs NTRS
+48.6%
-69.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.6% | -2.6% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +10.9% | +0.2% | +10.7% | +10.7% |
| 3M | +29.2% | +13.2% | +16.0% | +24.0% |
| 6M | -2.3% | +36.9% | -39.2% | -11.9% |
| YTD | +8.3% | +39.1% | -30.8% | -5.5% |
| 1Y | -21.2% | +50.4% | -71.6% | -33.7% |
| All | -21.2% | +48.6% | -69.8% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling