+289.7%
NEM vs MOS
+8.6%
+281.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.0% |
| 7D | +0.3% | +9.5% | -9.2% | -1.0% |
| 30D | +23.1% | +10.4% | +12.7% | +21.3% |
| 3M | +18.5% | +12.9% | +5.6% | +16.3% |
| 6M | +7.8% | +1.2% | +6.5% | +7.0% |
| YTD | +29.1% | +9.3% | +19.8% | +27.1% |
| 1Y | +72.7% | -18.0% | +90.6% | +75.6% |
| 3Y | +248.7% | -29.0% | +277.8% | +255.5% |
| 5Y | +148.7% | -9.6% | +158.3% | +146.8% |
| All | +289.7% | +8.6% | +281.0% | +296.5% |
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