+6,205.3%
NKE vs MOS
+129.4%
+6,075.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.2% |
| 7D | +0.5% | +24.8% | -24.3% | -3.3% |
| 30D | +11.4% | +22.7% | -11.3% | +7.4% |
| 3M | -7.2% | -1.2% | -6.0% | -7.5% |
| 6M | -10.7% | +5.5% | -16.2% | -12.2% |
| YTD | -37.7% | -2.0% | -35.7% | -38.6% |
| 1Y | -34.3% | -7.9% | -26.4% | -34.7% |
| 3Y | -60.9% | -25.0% | -36.0% | -60.4% |
| 5Y | -74.8% | -27.7% | -47.1% | -75.0% |
| 10Y | -11.2% | -1.6% | -9.7% | -22.9% |
| All | +6,205.3% | +129.4% | +6,075.9% | +3,168.2% |
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