+342.6%
NEM vs MOS
+3.2%
+339.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.1% | -4.3% |
| 7D | +11.6% | +24.8% | -13.2% | +8.0% |
| 30D | +1.8% | +22.7% | -20.9% | -1.4% |
| 3M | +2.5% | -1.2% | +3.7% | +2.4% |
| 6M | +3.4% | +5.5% | -2.1% | +2.2% |
| YTD | +20.9% | -2.0% | +22.9% | +20.6% |
| 1Y | +37.2% | -7.9% | +45.1% | +37.8% |
| 3Y | +271.6% | -25.0% | +296.6% | +278.1% |
| 5Y | +136.6% | -27.7% | +164.4% | +141.0% |
| 10Y | +342.6% | -1.6% | +344.2% | +318.6% |
| All | +342.6% | +3.2% | +339.4% | +318.6% |
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