+29,197.5%
NVO vs MOS
+123.1%
+29,074.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.8% | +21.6% | -20.8% | -1.7% |
| 30D | +5.4% | +12.0% | -6.6% | +3.7% |
| 3M | -11.2% | -3.9% | -7.3% | -11.1% |
| 6M | -10.8% | -3.3% | -7.5% | -11.0% |
| YTD | -16.8% | -4.6% | -12.2% | -17.4% |
| 1Y | -9.0% | -7.0% | -2.0% | -9.4% |
| 3Y | -56.5% | -24.4% | -32.1% | -56.2% |
| 5Y | -20.3% | -32.1% | +11.8% | -20.8% |
| 10Y | +196.5% | +10.3% | +186.1% | +158.7% |
| All | +29,197.5% | +123.1% | +29,074.4% | +19,411.1% |
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 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