+6.9%
NI vs MOS
-15.9%
+22.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +1.1% |
| 7D | +2.3% | +7.1% | -4.8% | +2.0% |
| 30D | -1.7% | +15.0% | -16.7% | -2.3% |
| 3M | -8.0% | +24.1% | -32.1% | -9.1% |
| 6M | -8.6% | +2.7% | -11.4% | -8.9% |
| YTD | +2.3% | +12.2% | -9.8% | +0.8% |
| 1Y | +6.9% | -16.3% | +23.2% | +9.5% |
| All | +6.9% | -15.9% | +22.9% | +9.5% |
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