+8.5%
NI vs MOS
-16.2%
+24.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +17.4% | -15.9% | +0.9% |
| 7D | +3.9% | +17.9% | -14.0% | +3.3% |
| 30D | +15.3% | +1.6% | +13.7% | +15.1% |
| 3M | +2.4% | -4.0% | +6.4% | +2.4% |
| 6M | -4.5% | -4.1% | -0.4% | -4.6% |
| YTD | +11.4% | -7.8% | +19.2% | +10.7% |
| 1Y | +8.5% | -15.6% | +24.1% | +7.5% |
| All | +8.5% | -16.2% | +24.7% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling