+485.4%
NVDA vs MOS
-31.8%
+517.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -4.7% |
| 7D | -11.6% | +19.7% | -31.2% | -15.4% |
| 30D | -22.1% | +21.5% | -43.6% | -25.8% |
| 3M | -20.1% | -0.4% | -19.7% | -20.7% |
| 6M | -16.8% | +4.5% | -21.3% | -18.8% |
| YTD | -4.0% | -2.9% | -1.1% | -6.1% |
| 1Y | -4.8% | -7.7% | +2.9% | -6.0% |
| 3Y | +281.7% | -25.6% | +307.3% | +285.1% |
| 5Y | +485.4% | -31.2% | +516.5% | +412.4% |
| All | +485.4% | -31.8% | +517.2% | +412.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling