-10.1%
MOS vs NTRS
+88.8%
-98.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.4% | -3.6% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | +10.0% | +0.2% | +9.8% | +9.7% |
| 3M | +28.2% | +13.2% | +14.9% | +21.3% |
| 6M | -3.1% | +36.9% | -40.0% | -15.6% |
| YTD | +7.4% | +39.1% | -31.7% | -7.7% |
| 1Y | -21.8% | +50.4% | -72.3% | -35.2% |
| 3Y | -26.6% | +166.8% | -193.3% | -55.0% |
| 5Y | -10.1% | +92.9% | -103.0% | -38.9% |
| All | -10.1% | +88.8% | -98.9% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling