-25.3%
MOS vs NVD
-99.2%
+73.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +2.8% |
| 7D | +7.1% | -7.7% | +14.7% | +6.7% |
| 30D | +15.0% | -5.8% | +20.8% | +14.9% |
| 3M | +24.1% | -23.2% | +47.3% | +23.0% |
| 6M | +2.7% | -49.7% | +52.5% | +0.1% |
| YTD | +12.2% | -47.7% | +59.9% | +9.7% |
| 1Y | -16.3% | -61.3% | +45.1% | -18.9% |
| 3Y | -23.3% | -99.2% | +75.9% | -33.9% |
| All | -25.3% | -99.2% | +73.9% | -35.7% |
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