+430.9%
NVT vs MOS
-7.1%
+438.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.7% |
| 7D | +10.4% | +7.1% | +3.3% | +9.1% |
| 30D | -1.3% | +15.0% | -16.3% | -3.8% |
| 3M | -0.6% | +24.1% | -24.7% | -4.9% |
| 6M | +53.8% | +2.7% | +51.0% | +51.2% |
| YTD | +60.2% | +12.2% | +48.0% | +54.1% |
| 1Y | +76.8% | -16.3% | +93.1% | +79.7% |
| 3Y | +191.2% | -23.3% | +214.5% | +191.8% |
| 5Y | +430.9% | -4.2% | +435.1% | +322.7% |
| All | +430.9% | -7.1% | +438.0% | +322.7% |
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