+204.0%
NVT vs MOS
-32.4%
+236.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.1% | +7.8% | +8.0% |
| 7D | -15.7% | +21.6% | -37.3% | -18.6% |
| 30D | -36.6% | +12.0% | -48.6% | -37.9% |
| 3M | -34.8% | -3.9% | -31.0% | -34.7% |
| 6M | -38.2% | -3.3% | -34.9% | -38.4% |
| YTD | +4.8% | -4.6% | +9.5% | +3.4% |
| 1Y | -2.8% | -7.0% | +4.2% | -3.9% |
| 3Y | +119.5% | -24.4% | +144.0% | +119.3% |
| All | +204.0% | -32.4% | +236.3% | +171.7% |
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