-16.0%
NOW vs MOS
-26.7%
+10.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.3% | -9.2% | -6.2% |
| 7D | -6.7% | +22.5% | -29.2% | -8.3% |
| 30D | -25.8% | +6.6% | -32.4% | -26.2% |
| 3M | -12.7% | -3.8% | -8.9% | -12.6% |
| 6M | +11.2% | -2.2% | +13.5% | +10.9% |
| YTD | -33.2% | -4.8% | -28.4% | -33.9% |
| 1Y | -41.8% | -11.7% | -30.1% | -41.7% |
| All | -16.0% | -26.7% | +10.7% | -17.6% |
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