-23.3%
MOS vs NVS
+80.7%
-104.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.2% |
| 7D | +9.5% | +4.0% | +5.5% | +7.7% |
| 30D | +10.4% | +3.6% | +6.8% | +8.7% |
| 3M | +12.9% | +7.8% | +5.1% | +9.0% |
| 6M | +1.2% | -0.2% | +1.4% | +0.8% |
| YTD | +9.3% | +19.6% | -10.3% | +0.8% |
| 1Y | -18.0% | +28.4% | -46.4% | -26.9% |
| All | -23.3% | +80.7% | -104.0% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling