+6,161.3%
NKE vs MOS
+155.8%
+6,005.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | -2.0% | +9.5% | -11.5% | -3.5% |
| 30D | -8.6% | +10.4% | -19.0% | -10.2% |
| 3M | -11.0% | +12.9% | -23.9% | -13.2% |
| 6M | -33.2% | +1.2% | -34.5% | -34.2% |
| YTD | -38.1% | +9.3% | -47.4% | -39.9% |
| 1Y | -47.4% | -18.0% | -29.4% | -46.5% |
| 3Y | -59.8% | -29.0% | -30.8% | -58.8% |
| 5Y | -74.2% | -9.6% | -64.6% | -75.4% |
| 10Y | -23.5% | +6.1% | -29.5% | -34.2% |
| All | +6,161.3% | +155.8% | +6,005.5% | +3,098.9% |
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