+122.6%
MOS vs NYT
+836.4%
-713.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +5.5% | +9.3% | -3.9% | +2.8% |
| 30D | +21.0% | +10.0% | +10.9% | +17.5% |
| 3M | -0.5% | +14.5% | -14.9% | -4.8% |
| 6M | +6.6% | -5.4% | +11.9% | +6.8% |
| YTD | -2.8% | +6.0% | -8.8% | -6.2% |
| 1Y | -8.1% | +16.7% | -24.8% | -13.7% |
| 3Y | -25.6% | +72.7% | -98.3% | -39.3% |
| 5Y | -29.8% | +59.8% | -89.6% | -42.7% |
| 10Y | +0.6% | +549.8% | -549.2% | -46.6% |
| All | +122.6% | +836.4% | -713.8% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling