+230.2%
NXT vs MOS
-49.4%
+279.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -5.7% | +5.5% | -11.2% | -7.5% |
| 30D | +18.5% | +21.0% | -2.4% | +11.1% |
| 3M | -4.1% | -0.5% | -3.6% | -5.0% |
| 6M | -20.3% | +6.6% | -26.9% | -23.3% |
| YTD | +15.5% | -2.8% | +18.2% | +12.8% |
| 1Y | -5.0% | -8.1% | +3.1% | -5.7% |
| 3Y | +191.6% | -25.6% | +217.2% | +200.0% |
| All | +230.2% | -49.4% | +279.7% | +267.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling