+1,377.5%
NVDL vs MOS
-46.6%
+1,424.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +1.0% | -11.9% | -11.1% |
| 7D | -34.5% | +24.8% | -59.3% | -38.1% |
| 30D | -47.7% | +22.7% | -70.4% | -50.4% |
| 3M | -43.9% | -1.2% | -42.7% | -44.0% |
| 6M | -46.4% | +5.5% | -51.9% | -47.7% |
| YTD | -34.3% | -2.0% | -32.3% | -35.8% |
| 1Y | -44.0% | -7.9% | -36.1% | -44.5% |
| 3Y | +295.7% | -25.0% | +320.7% | +289.9% |
| All | +1,377.5% | -46.6% | +1,424.1% | +1,534.5% |
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