+5,059.0%
NI vs MOS
+155.8%
+4,903.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -0.8% |
| 7D | +2.0% | +9.5% | -7.5% | +1.0% |
| 30D | -3.5% | +10.4% | -14.0% | -4.7% |
| 3M | -9.1% | +12.9% | -22.0% | -10.7% |
| 6M | -11.8% | +1.2% | -13.1% | -12.6% |
| YTD | +1.1% | +9.3% | -8.2% | -0.8% |
| 1Y | +6.7% | -18.0% | +24.7% | +7.9% |
| 3Y | +71.1% | -29.0% | +100.1% | +73.7% |
| 5Y | +94.3% | -9.6% | +103.9% | +88.1% |
| 10Y | +135.8% | +6.1% | +129.7% | +110.3% |
| All | +5,059.0% | +155.8% | +4,903.2% | +3,656.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling