-23.3%
MOS vs NYT
+57.5%
-80.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.6% |
| 7D | +7.1% | +0.3% | +6.7% | +7.0% |
| 30D | +15.0% | +7.0% | +8.1% | +14.6% |
| 3M | +24.1% | -7.9% | +32.0% | +24.3% |
| 6M | +2.7% | -15.0% | +17.7% | +3.7% |
| YTD | +12.2% | -1.3% | +13.5% | +12.1% |
| 1Y | -16.3% | +16.9% | -33.2% | -17.3% |
| 3Y | -23.3% | +58.9% | -82.2% | -35.3% |
| All | -23.3% | +57.5% | -80.8% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling