+150.2%
MOS vs NTRS
+7,693.4%
-7,543.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +9.5% | +0.4% | +9.1% | +9.3% |
| 30D | +10.4% | +1.7% | +8.7% | +9.3% |
| 3M | +12.9% | +8.9% | +4.0% | +8.3% |
| 6M | +1.2% | +30.6% | -29.3% | -11.1% |
| YTD | +9.3% | +38.7% | -29.4% | -7.1% |
| 1Y | -18.0% | +48.1% | -66.1% | -32.5% |
| 3Y | -29.0% | +165.5% | -194.5% | -56.6% |
| 5Y | -9.6% | +85.6% | -95.2% | -36.3% |
| 10Y | +6.1% | +246.1% | -240.0% | -42.4% |
| All | +150.2% | +7,693.4% | -7,543.2% | -39.6% |
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