-23.3%
MOS vs NTRS
+166.2%
-189.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.6% | +2.9% |
| 7D | +7.1% | +1.7% | +5.4% | +6.5% |
| 30D | +15.0% | +0.1% | +14.9% | +14.8% |
| 3M | +24.1% | +9.8% | +14.2% | +20.1% |
| 6M | +2.7% | +34.7% | -31.9% | -7.2% |
| YTD | +12.2% | +37.4% | -25.2% | +0.1% |
| 1Y | -16.3% | +48.2% | -64.4% | -27.3% |
| 3Y | -23.3% | +163.5% | -186.8% | -49.7% |
| All | -23.3% | +166.2% | -189.5% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling