+226.9%
NXT vs MOS
-50.5%
+277.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.3% | -10.0% | -7.8% |
| 7D | +24.7% | +22.5% | +2.2% | +16.5% |
| 30D | +13.0% | +6.6% | +6.4% | +10.1% |
| 3M | -0.2% | -3.8% | +3.6% | -0.1% |
| 6M | -19.3% | -2.2% | -17.1% | -20.1% |
| YTD | +14.3% | -4.8% | +19.1% | +12.4% |
| 1Y | -11.0% | -11.7% | +0.7% | -10.4% |
| 3Y | +167.8% | -26.5% | +194.3% | +176.9% |
| All | +226.9% | -50.5% | +277.4% | +266.4% |
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