+114.0%
MOS vs NTRS
+7,343.1%
-7,229.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -2.0% | +3.2% | -5.1% | -3.3% |
| 30D | +15.3% | +9.6% | +5.7% | +10.6% |
| 3M | +1.5% | -6.0% | +7.5% | +4.0% |
| 6M | -2.0% | +10.4% | -12.4% | -6.8% |
| YTD | -6.5% | +32.5% | -39.0% | -19.0% |
| 1Y | -11.1% | +41.2% | -52.3% | -25.2% |
| 3Y | -30.3% | +173.4% | -203.6% | -57.9% |
| 5Y | -33.5% | +65.0% | -98.5% | -50.6% |
| 10Y | -3.3% | +192.3% | -195.6% | -43.7% |
| All | +114.0% | +7,343.1% | -7,229.1% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling