+6,402.6%
NKE vs MOS
+127.2%
+6,275.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +3.0% |
| 7D | +1.9% | +19.7% | -17.7% | -1.2% |
| 30D | +14.9% | +21.5% | -6.6% | +10.9% |
| 3M | -3.4% | -0.4% | -2.9% | -3.8% |
| 6M | -7.9% | +4.5% | -12.4% | -9.3% |
| YTD | -35.8% | -2.9% | -32.9% | -36.6% |
| 1Y | -32.6% | -7.7% | -24.9% | -33.0% |
| 3Y | -60.0% | -25.6% | -34.4% | -59.5% |
| 5Y | -74.9% | -31.2% | -43.7% | -74.9% |
| 10Y | -9.8% | +2.8% | -12.6% | -22.2% |
| All | +6,402.6% | +127.2% | +6,275.4% | +3,276.1% |
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 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