+114.4%
NI vs MOS
-32.9%
+147.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.1% | +1.1% |
| 7D | +3.1% | -2.6% | +5.6% | +3.4% |
| 30D | +11.2% | +13.5% | -2.3% | +9.4% |
| 3M | +9.8% | -2.9% | +12.7% | +9.8% |
| 6M | -1.6% | -1.0% | -0.6% | -2.2% |
| YTD | +12.6% | -7.2% | +19.8% | +12.1% |
| 1Y | +7.8% | -11.4% | +19.2% | +7.7% |
| 3Y | +100.5% | -29.0% | +129.5% | +103.4% |
| 5Y | +114.4% | -34.0% | +148.4% | +118.4% |
| All | +114.4% | -32.9% | +147.4% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling