+51.1%
NEM vs MOS
-16.2%
+67.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +17.4% | -7.5% | +3.3% |
| 7D | +3.7% | +17.9% | -14.3% | -2.7% |
| 30D | +2.0% | +1.6% | +0.4% | +0.9% |
| 3M | +21.1% | -4.0% | +25.1% | +22.0% |
| 6M | +9.5% | -4.1% | +13.6% | +9.6% |
| YTD | +19.1% | -7.8% | +26.9% | +23.4% |
| 1Y | +51.1% | -15.6% | +66.7% | +57.0% |
| All | +51.1% | -16.2% | +67.3% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling