+717.0%
NVT vs MOS
+14.8%
+702.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.1% |
| 7D | +5.1% | +9.5% | -4.4% | +1.9% |
| 30D | -3.7% | +10.4% | -14.1% | -7.3% |
| 3M | -10.1% | +12.9% | -23.0% | -14.7% |
| 6M | +37.5% | +1.2% | +36.2% | +33.5% |
| YTD | +53.7% | +9.3% | +44.4% | +44.1% |
| 1Y | +70.9% | -18.0% | +88.8% | +75.8% |
| 3Y | +180.4% | -29.0% | +209.4% | +191.4% |
| 5Y | +393.5% | -9.6% | +403.1% | +304.7% |
| All | +717.0% | +14.8% | +702.2% | +375.1% |
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