-31.4%
MOS vs NVDX
+454.9%
-486.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.7% | +10.6% | +2.2% |
| 7D | +19.7% | -23.4% | +43.0% | +20.7% |
| 30D | +21.5% | -41.5% | +63.0% | +24.1% |
| 3M | -0.4% | -41.1% | +40.7% | +1.5% |
| 6M | +4.5% | -40.9% | +45.4% | +6.2% |
| YTD | -2.9% | -29.1% | +26.2% | -2.8% |
| 1Y | -7.7% | -33.5% | +25.8% | -7.5% |
| 3Y | -25.6% | +369.1% | -394.8% | -35.1% |
| All | -31.4% | +454.9% | -486.3% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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