+489.9%
NVT vs MOS
+3.0%
+487.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.0% |
| 7D | -13.0% | +24.8% | -37.8% | -20.1% |
| 30D | -32.7% | +22.7% | -55.4% | -38.0% |
| 3M | -30.6% | -1.2% | -29.4% | -31.7% |
| 6M | -33.6% | +5.5% | -39.2% | -36.7% |
| YTD | +11.0% | -2.0% | +13.0% | +6.2% |
| 1Y | +0.8% | -7.9% | +8.7% | -2.0% |
| 3Y | +125.7% | -25.0% | +150.6% | +125.8% |
| 5Y | +231.1% | -27.7% | +258.9% | +196.0% |
| All | +489.9% | +3.0% | +487.0% | +250.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling