-35.3%
MOS vs NVD
-98.8%
+63.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.9% | +2.2% |
| 7D | +19.7% | +23.8% | -4.1% | +20.7% |
| 30D | +21.5% | +57.0% | -35.5% | +24.1% |
| 3M | -0.4% | +41.6% | -42.0% | +1.4% |
| 6M | +4.5% | +17.6% | -13.0% | +6.0% |
| YTD | -2.9% | -21.4% | +18.5% | -3.2% |
| 1Y | -7.7% | -23.3% | +15.6% | -7.9% |
| 3Y | -25.6% | -98.7% | +73.0% | -35.1% |
| All | -35.3% | -98.8% | +63.4% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling