-7.8%
NVTS vs MOS
-30.3%
+22.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.9% | +5.7% |
| 7D | +2.7% | +9.5% | -6.8% | -1.0% |
| 30D | -4.5% | +10.4% | -14.9% | -8.5% |
| 3M | -61.5% | +12.9% | -74.4% | -63.5% |
| 6M | +28.0% | +1.2% | +26.7% | +25.7% |
| YTD | +65.3% | +9.3% | +56.0% | +56.4% |
| 1Y | +113.0% | -18.0% | +131.0% | +123.0% |
| 3Y | +34.7% | -29.0% | +63.7% | +43.1% |
| All | -7.8% | -30.3% | +22.5% | +4.3% |
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 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