-21.9%
NKE vs MOS
+12.0%
-33.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -2.3% | +1.7% | -4.0% | -2.7% |
| 30D | -10.4% | +11.7% | -22.0% | -12.4% |
| 3M | -15.5% | +23.2% | -38.6% | -19.2% |
| 6M | -32.6% | -1.6% | -31.0% | -33.3% |
| YTD | -39.8% | +10.8% | -50.7% | -42.0% |
| 1Y | -47.6% | -16.2% | -31.4% | -46.8% |
| 3Y | -59.0% | -24.2% | -34.8% | -58.4% |
| 5Y | -74.9% | -6.6% | -68.3% | -76.7% |
| 10Y | -21.9% | +16.3% | -38.2% | -38.3% |
| All | -21.9% | +12.0% | -33.9% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling