-32.7%
NVTS vs MOS
-39.2%
+6.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.1% | +9.4% | +9.5% |
| 7D | +1.5% | +21.6% | -20.1% | -6.8% |
| 30D | -23.8% | +12.0% | -35.8% | -27.7% |
| 3M | -30.6% | -3.9% | -26.7% | -30.3% |
| 6M | -48.4% | -3.3% | -45.1% | -48.4% |
| YTD | +20.6% | -4.6% | +25.2% | +19.5% |
| 1Y | -2.5% | -7.0% | +4.4% | -2.9% |
| 3Y | +44.0% | -24.4% | +68.4% | +48.9% |
| 5Y | -42.6% | -32.1% | -10.5% | -32.0% |
| All | -32.7% | -39.2% | +6.5% | -20.3% |
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