+169.8%
NOK vs MOS
-29.5%
+199.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.2% | +2.5% |
| 7D | -1.8% | +9.5% | -11.3% | -3.0% |
| 30D | +4.7% | +10.4% | -5.7% | +3.2% |
| 3M | -39.7% | +12.9% | -52.5% | -40.9% |
| 6M | +23.1% | +1.2% | +21.8% | +21.7% |
| YTD | +55.0% | +9.3% | +45.7% | +51.3% |
| 1Y | +118.0% | -18.0% | +136.0% | +122.0% |
| All | +169.8% | -29.5% | +199.3% | +171.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling