-13.8%
NVO vs MOS
-17.6%
+3.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.4% |
| 3M | +7.0% | +23.2% | -16.2% | +4.7% |
| 6M | +17.6% | -1.6% | +19.3% | +16.8% |
| YTD | -8.0% | +10.8% | -18.9% | -10.7% |
| 1Y | -13.8% | -16.2% | +2.4% | -11.5% |
| All | -13.8% | -17.6% | +3.8% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling