-48.4%
NVTS vs MOS
-2.0%
-46.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.1% | +9.4% | +9.5% |
| 7D | +1.5% | +21.6% | -20.1% | -8.0% |
| 30D | -23.8% | +12.0% | -35.8% | -28.3% |
| 3M | -30.6% | -3.9% | -26.7% | -29.8% |
| 6M | -48.4% | -3.3% | -45.1% | -48.3% |
| All | -48.4% | -2.0% | -46.4% | -48.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling