-30.8%
MOS vs NVD
-98.4%
+67.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +9.0% | -13.6% | -4.2% |
| 7D | -2.6% | +17.0% | -19.6% | -1.9% |
| 30D | +13.5% | +77.3% | -63.8% | +16.6% |
| 3M | -2.9% | +61.6% | -64.5% | -0.5% |
| 6M | -1.0% | +40.7% | -41.7% | +1.3% |
| YTD | -7.2% | -10.5% | +3.3% | -6.9% |
| 1Y | -11.4% | -6.1% | -5.3% | -10.7% |
| All | -30.8% | -98.4% | +67.7% | -39.7% |
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 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