-11.1%
MOS vs NYT
+16.1%
-27.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.7% |
| 7D | -2.0% | +6.5% | -8.5% | -1.9% |
| 30D | +15.3% | +8.4% | +6.9% | +15.4% |
| 3M | +1.5% | +13.9% | -12.4% | +1.2% |
| 6M | -2.0% | -4.8% | +2.8% | -1.6% |
| YTD | -6.5% | +6.2% | -12.7% | -7.2% |
| 1Y | -11.1% | +14.3% | -25.3% | -16.5% |
| All | -11.1% | +16.1% | -27.1% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling