+56.4%
NU vs MOS
-28.2%
+84.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.7% | +11.0% | +11.6% |
| 7D | +9.9% | -2.0% | +11.9% | +10.4% |
| 30D | -11.5% | +15.3% | -26.8% | -14.4% |
| 3M | -5.1% | +1.5% | -6.6% | -5.7% |
| 6M | +3.1% | -2.0% | +5.1% | +2.7% |
| YTD | -21.0% | -6.5% | -14.5% | -22.1% |
| 1Y | -15.2% | -11.1% | -4.1% | -15.4% |
| 3Y | +56.4% | -30.3% | +86.7% | +58.6% |
| All | +56.4% | -28.2% | +84.6% | +58.6% |
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