+102.0%
NI vs MOS
-28.7%
+130.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.1% | +0.9% |
| 7D | +3.1% | -2.6% | +5.6% | +3.3% |
| 30D | +11.2% | +13.5% | -2.3% | +9.8% |
| 3M | +9.8% | -2.9% | +12.7% | +9.8% |
| 6M | -1.6% | -1.0% | -0.6% | -2.0% |
| YTD | +12.6% | -7.2% | +19.8% | +12.0% |
| 1Y | +7.8% | -11.4% | +19.2% | +7.6% |
| All | +102.0% | -28.7% | +130.7% | +108.3% |
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 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