+110.0%
NOK vs MOS
+8.6%
+101.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.5% | +2.7% |
| 7D | -10.5% | +21.6% | -32.1% | -14.3% |
| 30D | -27.9% | +12.0% | -39.8% | -29.8% |
| 3M | -18.8% | -3.9% | -14.9% | -18.8% |
| 6M | -41.9% | -3.3% | -38.6% | -42.3% |
| YTD | +18.4% | -4.6% | +23.0% | +16.9% |
| 1Y | +10.9% | -7.0% | +17.8% | +9.8% |
| 3Y | +137.9% | -24.4% | +162.3% | +140.0% |
| 5Y | +47.8% | -32.1% | +79.9% | +45.0% |
| All | +110.0% | +8.6% | +101.4% | +56.2% |
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 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