-31.7%
NKE vs MOS
-16.2%
-15.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +17.4% | -12.1% | +3.7% |
| 7D | +9.0% | +17.9% | -9.0% | +7.4% |
| 30D | +19.2% | +1.6% | +17.7% | +18.6% |
| 3M | -1.5% | -4.0% | +2.5% | -1.7% |
| 6M | -4.2% | -4.1% | -0.1% | -4.8% |
| YTD | -34.8% | -7.8% | -27.0% | -36.1% |
| 1Y | -31.7% | -15.6% | -16.1% | -32.1% |
| All | -31.7% | -16.2% | -15.5% | -32.1% |
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