+44.0%
NVTS vs MOS
-26.6%
+70.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.1% | +9.4% | +9.5% |
| 7D | +1.5% | +21.6% | -20.1% | -7.1% |
| 30D | -23.8% | +12.0% | -35.8% | -27.9% |
| 3M | -30.6% | -3.9% | -26.7% | -30.3% |
| 6M | -48.4% | -3.3% | -45.1% | -48.5% |
| YTD | +20.6% | -4.6% | +25.2% | +18.9% |
| 1Y | -2.5% | -7.0% | +4.4% | -3.3% |
| 3Y | +44.0% | -24.4% | +68.4% | +48.6% |
| All | +44.0% | -26.6% | +70.6% | +48.6% |
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