+153.4%
NOK vs MOS
-28.7%
+182.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.3% |
| 7D | +11.0% | -2.6% | +13.5% | +11.3% |
| 30D | -16.0% | +13.5% | -29.5% | -17.6% |
| 3M | -19.8% | -2.9% | -16.9% | -19.6% |
| 6M | -37.1% | -1.0% | -36.1% | -37.4% |
| YTD | +28.0% | -7.2% | +35.2% | +27.6% |
| 1Y | +17.9% | -11.4% | +29.3% | +18.3% |
| All | +153.4% | -28.7% | +182.1% | +161.3% |
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 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