+7,238.0%
NEE vs MOS
+155.8%
+7,082.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -0.9% |
| 7D | +1.9% | +9.5% | -7.6% | +0.9% |
| 30D | -2.2% | +10.4% | -12.6% | -3.3% |
| 3M | -1.2% | +12.9% | -14.1% | -2.8% |
| 6M | -8.6% | +1.2% | -9.8% | -9.3% |
| YTD | +6.2% | +9.3% | -3.1% | +4.3% |
| 1Y | +21.1% | -18.0% | +39.1% | +22.4% |
| 3Y | +36.4% | -29.0% | +65.4% | +38.5% |
| 5Y | +11.4% | -9.6% | +20.9% | +7.9% |
| 10Y | +250.0% | +6.1% | +243.9% | +212.2% |
| All | +7,238.0% | +155.8% | +7,082.2% | +5,196.9% |
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