+7,547.6%
NEE vs MOS
+123.1%
+7,424.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +3.9% | +21.6% | -17.7% | +1.6% |
| 30D | +12.8% | +12.0% | +0.9% | +11.3% |
| 3M | +3.6% | -3.9% | +7.4% | +3.7% |
| 6M | -7.5% | -3.3% | -4.2% | -7.7% |
| YTD | +10.7% | -4.6% | +15.3% | +10.1% |
| 1Y | +9.1% | -7.0% | +16.1% | +8.7% |
| 3Y | +61.0% | -24.4% | +85.4% | +62.3% |
| 5Y | +16.3% | -32.1% | +48.4% | +16.3% |
| 10Y | +264.6% | +10.3% | +254.3% | +223.3% |
| All | +7,547.6% | +123.1% | +7,424.4% | +5,490.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling