+281.9%
NEE vs MOS
+6.2%
+275.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.3% |
| 7D | +2.2% | +19.7% | -17.5% | +0.2% |
| 30D | +12.3% | +21.5% | -9.3% | +9.9% |
| 3M | +3.4% | -0.4% | +3.8% | +3.1% |
| 6M | -5.3% | +4.5% | -9.8% | -6.2% |
| YTD | +10.6% | -2.9% | +13.5% | +9.8% |
| 1Y | +6.5% | -7.7% | +14.2% | +6.1% |
| 3Y | +73.5% | -25.6% | +99.2% | +75.0% |
| 5Y | +17.0% | -31.2% | +48.1% | +17.4% |
| 10Y | +281.9% | +2.8% | +279.0% | +226.3% |
| All | +281.9% | +6.2% | +275.7% | +226.3% |
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