-32.8%
MOS vs NVS
+135.2%
-167.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +21.6% | +1.1% | +20.5% | +21.3% |
| 30D | +12.0% | +13.4% | -1.5% | +7.5% |
| 3M | -3.9% | +5.4% | -9.3% | -6.3% |
| 6M | -3.3% | +9.6% | -12.9% | -7.4% |
| YTD | -4.6% | +21.5% | -26.1% | -12.4% |
| 1Y | -7.0% | +32.3% | -39.3% | -17.4% |
| 3Y | -24.4% | +92.9% | -117.4% | -42.2% |
| All | -32.8% | +135.2% | -167.9% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling