-48.5%
NVTS vs MOS
-32.9%
-15.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.6% | -0.5% | -3.2% |
| 7D | +21.6% | -2.6% | +24.2% | +23.0% |
| 30D | -8.5% | +13.5% | -22.0% | -13.8% |
| 3M | -31.4% | -2.9% | -28.5% | -31.3% |
| 6M | -50.3% | -1.0% | -49.3% | -50.6% |
| YTD | +33.9% | -7.2% | +41.1% | +34.2% |
| 1Y | +10.6% | -11.4% | +22.0% | +12.5% |
| 3Y | +52.7% | -29.0% | +81.7% | +62.3% |
| 5Y | -48.5% | -34.0% | -14.5% | -46.5% |
| All | -48.5% | -32.9% | -15.5% | -46.5% |
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