+692.2%
NVDL vs MOS
-21.8%
+714.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.7% |
| 7D | +7.3% | +7.1% | +0.2% | +5.3% |
| 30D | -0.7% | +15.0% | -15.7% | -4.8% |
| 3M | +9.5% | +24.1% | -14.6% | +2.3% |
| 6M | +41.6% | +2.7% | +38.9% | +38.4% |
| YTD | +23.3% | +12.2% | +11.1% | +15.8% |
| 1Y | +40.3% | -16.3% | +56.6% | +46.3% |
| 3Y | +692.2% | -23.3% | +715.5% | +643.3% |
| All | +692.2% | -21.8% | +714.0% | +643.3% |
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