-41.9%
MOS vs NWSA
+127.4%
-169.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.3% |
| 7D | +9.5% | -1.9% | +11.4% | +10.5% |
| 30D | +10.4% | +4.6% | +5.8% | +7.8% |
| 3M | +12.9% | +13.2% | -0.3% | +5.2% |
| 6M | +1.2% | +27.0% | -25.8% | -11.7% |
| YTD | +9.3% | +16.8% | -7.5% | -1.0% |
| 1Y | -18.0% | +4.5% | -22.5% | -21.4% |
| 3Y | -29.0% | +46.2% | -75.3% | -44.3% |
| 5Y | -9.6% | +40.9% | -50.5% | -30.6% |
| 10Y | +6.1% | +145.1% | -139.1% | -44.2% |
| All | -41.9% | +127.4% | -169.3% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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