+91.0%
NI vs MOS
-26.6%
+117.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.9% | +21.6% | -22.5% | -2.6% |
| 30D | +9.6% | +12.0% | -2.3% | +8.5% |
| 3M | +2.5% | -3.9% | +6.3% | +2.6% |
| 6M | -5.8% | -3.3% | -2.5% | -5.9% |
| YTD | +8.6% | -4.6% | +13.2% | +7.7% |
| 1Y | +6.0% | -7.0% | +12.9% | +5.3% |
| 3Y | +91.0% | -24.4% | +115.5% | +93.7% |
| All | +91.0% | -26.6% | +117.6% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling