-54.9%
NVO vs MOS
-24.9%
-30.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.8% | +2.4% |
| 7D | +2.3% | +19.7% | -17.4% | 0.0% |
| 30D | +7.1% | +21.5% | -14.4% | +4.5% |
| 3M | -11.3% | -0.4% | -10.9% | -11.6% |
| 6M | -9.0% | +4.5% | -13.6% | -10.1% |
| YTD | -14.6% | -2.9% | -11.7% | -15.7% |
| 1Y | -4.9% | -7.7% | +2.8% | -5.5% |
| 3Y | -54.9% | -25.6% | -29.2% | -55.7% |
| All | -54.9% | -24.9% | -30.0% | -55.7% |
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