+12.7%
MOS vs NYT
+487.2%
-474.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | +10.9% | +4.5% | +6.4% | +9.4% |
| 3M | +29.2% | -8.5% | +37.8% | +31.7% |
| 6M | -2.3% | -15.1% | +12.8% | +1.7% |
| YTD | +8.3% | -3.3% | +11.6% | +7.7% |
| 1Y | -21.2% | +17.0% | -38.2% | -26.6% |
| 3Y | -25.9% | +55.7% | -81.6% | -40.0% |
| 5Y | -9.4% | +38.9% | -48.2% | -25.7% |
| All | +12.7% | +487.2% | -474.5% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NYT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling