+29,481.0%
NVO vs MOS
+129.4%
+29,351.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | +1.3% | +24.8% | -23.5% | -1.5% |
| 30D | +5.3% | +22.7% | -17.3% | +2.6% |
| 3M | -13.6% | -1.2% | -12.4% | -13.8% |
| 6M | -10.5% | +5.5% | -16.1% | -11.6% |
| YTD | -16.0% | -2.0% | -14.1% | -16.8% |
| 1Y | -7.0% | -7.9% | +1.0% | -7.3% |
| 3Y | -56.1% | -25.0% | -31.2% | -55.8% |
| 5Y | -19.0% | -27.7% | +8.7% | -20.1% |
| 10Y | +203.7% | -1.6% | +205.2% | +169.3% |
| All | +29,481.0% | +129.4% | +29,351.6% | +19,535.3% |
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