+155.6%
NVO vs MOS
+12.0%
+143.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -4.7% | +1.7% | -6.4% | -4.9% |
| 30D | -5.4% | +11.7% | -17.1% | -6.3% |
| 3M | +7.0% | +23.2% | -16.2% | +4.9% |
| 6M | +17.6% | -1.6% | +19.3% | +17.2% |
| YTD | -8.0% | +10.8% | -18.9% | -9.4% |
| 1Y | -13.8% | -16.2% | +2.4% | -13.2% |
| 3Y | -50.3% | -24.2% | -26.0% | -50.1% |
| 5Y | +0.7% | -6.6% | +7.3% | -2.1% |
| 10Y | +155.6% | +16.3% | +139.3% | +137.1% |
| All | +155.6% | +12.0% | +143.6% | +137.1% |
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