-30.3%
MOS vs NVD
-98.4%
+68.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.9% |
| 7D | -2.0% | +28.6% | -30.6% | -0.9% |
| 30D | +15.3% | +73.6% | -58.3% | +18.3% |
| 3M | +1.5% | +70.1% | -68.6% | +4.3% |
| 6M | -2.0% | +53.6% | -55.6% | +0.7% |
| YTD | -6.5% | -7.0% | +0.5% | -6.1% |
| 1Y | -11.1% | -9.0% | -2.1% | -10.6% |
| 3Y | -30.3% | -98.3% | +68.1% | -39.2% |
| All | -30.3% | -98.4% | +68.1% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling