-6.1%
MOS vs NVS
+1,291.3%
-1,297.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +21.6% | +1.1% | +20.5% | +21.2% |
| 30D | +12.0% | +13.4% | -1.5% | +5.6% |
| 3M | -3.9% | +5.4% | -9.3% | -7.2% |
| 6M | -3.3% | +9.6% | -12.9% | -8.7% |
| YTD | -4.6% | +21.5% | -26.1% | -14.4% |
| 1Y | -7.0% | +32.3% | -39.3% | -20.0% |
| 3Y | -24.4% | +92.9% | -117.4% | -46.3% |
| 5Y | -32.1% | +134.3% | -166.4% | -56.7% |
| 10Y | +10.3% | +272.3% | -261.9% | -43.8% |
| All | -6.1% | +1,291.3% | -1,297.4% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling