-30.8%
MOS vs NTRS
+175.2%
-206.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.4% |
| 7D | -2.6% | +3.7% | -6.2% | -3.6% |
| 30D | +13.5% | +6.1% | +7.4% | +11.5% |
| 3M | -2.9% | -6.7% | +3.8% | -1.1% |
| 6M | -1.0% | +10.5% | -11.5% | -4.6% |
| YTD | -7.2% | +32.0% | -39.2% | -16.4% |
| 1Y | -11.4% | +37.0% | -48.4% | -21.2% |
| All | -30.8% | +175.2% | -206.0% | -60.4% |
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