+123.8%
NOK vs MOS
+6.2%
+117.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +6.4% |
| 7D | -1.4% | +19.7% | -21.1% | -5.3% |
| 30D | -21.0% | +21.5% | -42.5% | -24.4% |
| 3M | -12.6% | -0.4% | -12.2% | -13.2% |
| 6M | -36.2% | +4.5% | -40.7% | -37.5% |
| YTD | +26.4% | -2.9% | +29.3% | +24.4% |
| 1Y | +19.6% | -7.7% | +27.3% | +18.7% |
| 3Y | +152.6% | -25.6% | +178.2% | +155.9% |
| 5Y | +57.3% | -31.2% | +88.4% | +53.9% |
| 10Y | +123.8% | +2.8% | +121.0% | +65.4% |
| All | +123.8% | +6.2% | +117.6% | +65.4% |
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