+10.1%
NI vs MOS
-11.3%
+21.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | +4.3% | -2.0% | +6.3% | +4.4% |
| 30D | +12.4% | +15.3% | -2.9% | +11.7% |
| 3M | +10.2% | +1.5% | +8.7% | +9.9% |
| 6M | -0.8% | -2.0% | +1.2% | -1.0% |
| YTD | +13.2% | -6.5% | +19.8% | +12.8% |
| 1Y | +10.1% | -11.1% | +21.1% | +9.3% |
| All | +10.1% | -11.3% | +21.4% | +9.3% |
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