+120.2%
NEM vs MOS
-33.6%
+153.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -6.4% | -2.0% | -4.5% | -5.9% |
| 30D | +1.4% | +15.3% | -13.9% | -2.1% |
| 3M | -0.7% | +1.5% | -2.2% | -1.4% |
| 6M | -4.5% | -2.0% | -2.5% | -4.7% |
| YTD | +14.0% | -6.5% | +20.6% | +14.8% |
| 1Y | +27.3% | -11.1% | +38.3% | +29.2% |
| 3Y | +250.5% | -30.3% | +280.7% | +264.0% |
| All | +120.2% | -33.6% | +153.8% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling