+253.0%
NEM vs MOS
-29.5%
+282.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.2% |
| 7D | +0.3% | +9.5% | -9.2% | -2.5% |
| 30D | +23.1% | +10.4% | +12.7% | +19.3% |
| 3M | +18.5% | +12.9% | +5.6% | +13.8% |
| 6M | +7.8% | +1.2% | +6.5% | +5.9% |
| YTD | +29.1% | +9.3% | +19.8% | +24.9% |
| 1Y | +72.7% | -18.0% | +90.6% | +78.1% |
| All | +253.0% | -29.5% | +282.5% | +258.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling