+227.7%
NXT vs MOS
-49.0%
+276.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.0% | -5.8% | -5.2% |
| 7D | +4.0% | +24.8% | -20.9% | -3.6% |
| 30D | +15.9% | +22.7% | -6.8% | +8.1% |
| 3M | -3.0% | -1.2% | -1.8% | -3.7% |
| 6M | -20.7% | +5.5% | -26.3% | -23.5% |
| YTD | +14.6% | -2.0% | +16.6% | +11.6% |
| 1Y | -7.1% | -7.9% | +0.9% | -7.8% |
| 3Y | +189.4% | -25.0% | +214.4% | +196.9% |
| All | +227.7% | -49.0% | +276.7% | +263.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling