+1,980.5%
NOW vs MOS
-44.8%
+2,025.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.3% | -9.2% | -6.5% |
| 7D | -6.7% | +22.5% | -29.2% | -10.0% |
| 30D | -25.8% | +6.6% | -32.4% | -26.9% |
| 3M | -12.7% | -3.8% | -8.9% | -12.7% |
| 6M | +11.2% | -2.2% | +13.5% | +10.2% |
| YTD | -33.2% | -4.8% | -28.4% | -34.1% |
| 1Y | -41.8% | -11.7% | -30.1% | -41.9% |
| 3Y | -15.7% | -26.5% | +10.9% | -14.7% |
| 5Y | -26.0% | -32.2% | +6.2% | -26.4% |
| 10Y | +515.1% | +10.2% | +504.9% | +405.8% |
| All | +1,980.5% | -44.8% | +2,025.3% | +1,972.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling