-60.0%
NKE vs MOS
-24.9%
-35.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +3.1% |
| 7D | +1.9% | +19.7% | -17.7% | -1.0% |
| 30D | +14.9% | +21.5% | -6.6% | +11.3% |
| 3M | -3.4% | -0.4% | -2.9% | -3.8% |
| 6M | -7.9% | +4.5% | -12.4% | -9.2% |
| YTD | -35.8% | -2.9% | -32.9% | -37.0% |
| 1Y | -32.6% | -7.7% | -24.9% | -33.3% |
| 3Y | -60.0% | -25.6% | -34.4% | -60.1% |
| All | -60.0% | -24.9% | -35.2% | -60.1% |
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 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