+150.2%
MOS vs NYT
+763.5%
-613.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +9.5% | -1.3% | +10.8% | +9.9% |
| 30D | +10.4% | +2.7% | +7.7% | +9.5% |
| 3M | +12.9% | -10.3% | +23.2% | +15.6% |
| 6M | +1.2% | -16.6% | +17.8% | +5.6% |
| YTD | +9.3% | -2.3% | +11.6% | +8.6% |
| 1Y | -18.0% | +15.0% | -33.0% | -22.4% |
| 3Y | -29.0% | +57.1% | -86.2% | -40.2% |
| 5Y | -9.6% | +37.2% | -46.8% | -22.7% |
| 10Y | +6.1% | +464.3% | -458.3% | -41.0% |
| All | +150.2% | +763.5% | -613.2% | +3.7% |
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