-10.8%
NVTS vs MOS
-16.2%
+5.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +17.4% | -8.4% | +1.1% |
| 7D | -0.3% | +17.9% | -18.3% | -8.1% |
| 30D | -24.4% | +1.6% | -25.9% | -25.3% |
| 3M | -26.5% | -4.0% | -22.5% | -26.0% |
| 6M | -41.4% | -4.1% | -37.3% | -41.2% |
| YTD | +30.7% | -7.8% | +38.5% | +26.0% |
| 1Y | -10.8% | -15.6% | +4.8% | -9.3% |
| All | -10.8% | -16.2% | +5.4% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling