+287.3%
NEE vs MOS
+3.2%
+284.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | +2.3% | +24.8% | -22.5% | -0.1% |
| 30D | +11.5% | +22.7% | -11.2% | +9.0% |
| 3M | +2.6% | -1.2% | +3.8% | +2.4% |
| 6M | -6.0% | +5.5% | -11.5% | -7.0% |
| YTD | +9.8% | -2.0% | +11.8% | +8.9% |
| 1Y | +4.7% | -7.9% | +12.6% | +4.4% |
| 3Y | +71.0% | -25.0% | +96.0% | +72.3% |
| 5Y | +15.8% | -27.7% | +43.6% | +15.7% |
| 10Y | +287.3% | -1.6% | +288.8% | +227.7% |
| All | +287.3% | +3.2% | +284.1% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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