+0.6%
NVO vs MOS
-7.1%
+7.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.3% |
| 7D | +0.1% | +7.1% | -7.0% | -0.6% |
| 30D | -3.2% | +15.0% | -18.3% | -4.6% |
| 3M | +11.5% | +24.1% | -12.6% | +8.9% |
| 6M | +22.9% | +2.7% | +20.2% | +21.8% |
| YTD | -6.8% | +12.2% | -19.0% | -8.6% |
| 1Y | -12.6% | -16.3% | +3.6% | -11.9% |
| 3Y | -49.6% | -23.3% | -26.3% | -49.6% |
| 5Y | +0.6% | -4.2% | +4.7% | -11.6% |
| All | +0.6% | -7.1% | +7.7% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling