+119.5%
NVT vs MOS
-26.6%
+146.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.1% | +7.8% | +8.0% |
| 7D | -15.7% | +21.6% | -37.3% | -17.4% |
| 30D | -36.6% | +12.0% | -48.6% | -37.2% |
| 3M | -34.8% | -3.9% | -31.0% | -34.2% |
| 6M | -38.2% | -3.3% | -34.9% | -37.9% |
| YTD | +4.8% | -4.6% | +9.5% | +3.8% |
| 1Y | -2.8% | -7.0% | +4.2% | -3.5% |
| 3Y | +119.5% | -24.4% | +144.0% | +113.5% |
| All | +119.5% | -26.6% | +146.1% | +113.5% |
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