+332.4%
NEM vs MOS
+6.2%
+326.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.2% |
| 7D | +14.7% | +19.7% | -4.9% | +11.7% |
| 30D | +6.2% | +21.5% | -15.3% | +3.1% |
| 3M | +11.0% | -0.4% | +11.4% | +10.8% |
| 6M | +7.9% | +4.5% | +3.4% | +6.8% |
| YTD | +26.2% | -2.9% | +29.1% | +26.1% |
| 1Y | +51.5% | -7.7% | +59.2% | +52.2% |
| 3Y | +290.6% | -25.6% | +316.2% | +297.8% |
| 5Y | +153.1% | -31.2% | +184.2% | +158.9% |
| 10Y | +332.4% | +2.8% | +329.6% | +313.3% |
| All | +332.4% | +6.2% | +326.2% | +313.3% |
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