+122.4%
NOK vs MOS
+11.1%
+111.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +5.6% |
| 7D | +7.3% | +7.1% | +0.2% | +5.8% |
| 30D | +13.8% | +15.0% | -1.3% | +10.3% |
| 3M | -27.0% | +24.1% | -51.1% | -30.6% |
| 6M | +37.6% | +2.7% | +34.9% | +35.2% |
| YTD | +64.6% | +12.2% | +52.4% | +58.2% |
| 1Y | +132.0% | -16.3% | +148.3% | +135.8% |
| 3Y | +183.7% | -23.3% | +207.0% | +187.1% |
| 5Y | +101.3% | -4.2% | +105.5% | +83.3% |
| 10Y | +122.4% | +12.6% | +109.8% | +60.3% |
| All | +122.4% | +11.1% | +111.3% | +60.3% |
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