+212.0%
NXT vs MOS
-51.4%
+263.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | -9.4% | -2.0% | -7.4% | -8.8% |
| 30D | +15.1% | +15.3% | -0.2% | +9.6% |
| 3M | -9.1% | +1.5% | -10.6% | -10.4% |
| 6M | -30.3% | -2.0% | -28.3% | -31.0% |
| YTD | +9.1% | -6.5% | +15.6% | +8.0% |
| 1Y | +7.9% | -11.1% | +18.9% | +8.3% |
| 3Y | +176.5% | -30.3% | +206.7% | +190.0% |
| All | +212.0% | -51.4% | +263.4% | +252.0% |
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