+12.6%
MOS vs NVS
+175.1%
-162.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.9% | +16.6% | +9.1% |
| 7D | +7.1% | -14.6% | +21.7% | +14.2% |
| 30D | +15.0% | -11.9% | +27.0% | +20.7% |
| 3M | +24.1% | -6.0% | +30.0% | +25.5% |
| 6M | +2.7% | -11.4% | +14.1% | +7.0% |
| YTD | +12.2% | +2.9% | +9.3% | +8.1% |
| 1Y | -16.3% | +10.2% | -26.5% | -22.5% |
| 3Y | -23.3% | +55.3% | -78.6% | -41.3% |
| 5Y | -4.2% | +89.6% | -93.8% | -36.0% |
| 10Y | +12.6% | +176.1% | -163.5% | -34.9% |
| All | +12.6% | +175.1% | -162.5% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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