+244.4%
NXT vs MOS
-49.5%
+293.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.6% |
| 7D | +15.1% | +19.7% | -4.6% | +8.2% |
| 30D | +21.8% | +21.5% | +0.3% | +14.0% |
| 3M | +1.6% | -0.4% | +2.0% | +0.6% |
| 6M | -16.7% | +4.5% | -21.2% | -19.3% |
| YTD | +20.4% | -2.9% | +23.3% | +17.7% |
| 1Y | +0.2% | -7.7% | +8.0% | -0.6% |
| 3Y | +208.7% | -25.6% | +234.3% | +217.7% |
| All | +244.4% | -49.5% | +293.9% | +283.5% |
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