+48.4%
NU vs MOS
-16.8%
+65.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.9% |
| 7D | +6.0% | +7.1% | -1.0% | +4.3% |
| 30D | +10.8% | +15.0% | -4.3% | +7.0% |
| 3M | +32.2% | +24.1% | +8.1% | +24.9% |
| 6M | +5.1% | +2.7% | +2.4% | +2.7% |
| YTD | -8.4% | +12.2% | -20.6% | -12.9% |
| 1Y | +0.7% | -16.3% | +17.0% | +3.0% |
| 3Y | +125.1% | -23.3% | +148.4% | +127.8% |
| All | +48.4% | -16.8% | +65.2% | +10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling