-6.3%
MOS vs NVS
+260.1%
-266.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -2.0% | -1.3% | -0.7% | -1.4% |
| 30D | +15.3% | +9.3% | +6.0% | +10.8% |
| 3M | +1.5% | +5.8% | -4.3% | -2.3% |
| 6M | -2.0% | +7.2% | -9.2% | -6.7% |
| YTD | -6.5% | +20.0% | -26.5% | -16.1% |
| 1Y | -11.1% | +25.4% | -36.4% | -22.1% |
| 3Y | -30.3% | +89.2% | -119.5% | -51.5% |
| 5Y | -33.5% | +134.6% | -168.1% | -60.1% |
| All | -6.3% | +260.1% | -266.4% | -51.7% |
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