+2,788.3%
NVDL vs MOS
-40.5%
+2,828.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.3% |
| 7D | +11.7% | +9.5% | +2.1% | +9.1% |
| 30D | +7.8% | +10.4% | -2.6% | +4.8% |
| 3M | +3.3% | +12.9% | -9.6% | -0.4% |
| 6M | +38.9% | +1.2% | +37.6% | +36.5% |
| YTD | +28.5% | +9.3% | +19.2% | +22.4% |
| 1Y | +40.6% | -18.0% | +58.6% | +46.3% |
| 3Y | +648.7% | -29.0% | +677.7% | +640.1% |
| All | +2,788.3% | -40.5% | +2,828.8% | +3,018.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling