+444.6%
NEM vs MOS
+123.1%
+321.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +13.4% | +21.6% | -8.2% | +9.5% |
| 30D | +6.5% | +12.0% | -5.5% | +4.2% |
| 3M | +14.9% | -3.9% | +18.8% | +15.4% |
| 6M | +5.5% | -3.3% | +8.8% | +5.7% |
| YTD | +21.9% | -4.6% | +26.5% | +22.0% |
| 1Y | +47.9% | -7.0% | +54.9% | +48.6% |
| 3Y | +238.2% | -24.4% | +262.6% | +246.8% |
| 5Y | +146.2% | -32.1% | +178.3% | +149.3% |
| 10Y | +309.3% | +10.3% | +299.0% | +243.9% |
| All | +444.6% | +123.1% | +321.4% | +371.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling