+238.2%
NEM vs MOS
-26.6%
+264.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +13.4% | +21.6% | -8.2% | +6.6% |
| 30D | +6.5% | +12.0% | -5.5% | +2.3% |
| 3M | +14.9% | -3.9% | +18.8% | +15.5% |
| 6M | +5.5% | -3.3% | +8.8% | +5.3% |
| YTD | +21.9% | -4.6% | +26.5% | +22.1% |
| 1Y | +47.9% | -7.0% | +54.9% | +48.8% |
| 3Y | +238.2% | -24.4% | +262.6% | +252.7% |
| All | +238.2% | -26.6% | +264.8% | +252.7% |
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