+2,771.1%
NOW vs MOS
-36.6%
+2,807.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.2% |
| 7D | -2.4% | +9.5% | -11.9% | -3.9% |
| 30D | +20.5% | +10.4% | +10.1% | +18.3% |
| 3M | +18.3% | +12.9% | +5.5% | +15.3% |
| 6M | +24.1% | +1.2% | +22.8% | +22.3% |
| YTD | -7.8% | +9.3% | -17.1% | -10.7% |
| 1Y | -21.4% | -18.0% | -3.4% | -20.0% |
| 3Y | +19.5% | -29.0% | +48.6% | +22.2% |
| 5Y | +4.1% | -9.6% | +13.7% | -1.3% |
| 10Y | +826.4% | +6.1% | +820.4% | +682.1% |
| All | +2,771.1% | -36.6% | +2,807.8% | +2,709.1% |
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