-11.1%
MOS vs NVS
+25.4%
-36.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -2.0% | -1.3% | -0.7% | -1.7% |
| 30D | +15.3% | +9.3% | +6.0% | +13.7% |
| 3M | +1.5% | +5.8% | -4.3% | -0.6% |
| 6M | -2.0% | +7.2% | -9.2% | -4.7% |
| YTD | -6.5% | +20.0% | -26.5% | -11.6% |
| 1Y | -11.1% | +25.4% | -36.4% | -16.1% |
| All | -11.1% | +25.4% | -36.5% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling