+11.7%
MOS vs NYT
+487.2%
-475.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.1% |
| 7D | -0.4% | -0.7% | +0.4% | -0.1% |
| 30D | +10.0% | +4.5% | +5.5% | +8.4% |
| 3M | +28.2% | -8.5% | +36.7% | +30.6% |
| 6M | -3.1% | -15.1% | +12.0% | +0.9% |
| YTD | +7.4% | -3.3% | +10.7% | +6.8% |
| 1Y | -21.8% | +17.0% | -38.8% | -27.2% |
| 3Y | -26.6% | +55.7% | -82.2% | -40.5% |
| 5Y | -10.1% | +38.9% | -49.0% | -26.4% |
| All | +11.7% | +487.2% | -475.5% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling