+244.4%
NXT vs MOS
-50.4%
+294.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.3% |
| 7D | +32.2% | +21.6% | +10.7% | +23.8% |
| 30D | +21.9% | +12.0% | +10.0% | +17.0% |
| 3M | +6.6% | -3.9% | +10.5% | +6.7% |
| 6M | -16.8% | -3.3% | -13.5% | -17.3% |
| YTD | +20.4% | -4.6% | +25.1% | +18.4% |
| 1Y | -1.5% | -7.0% | +5.4% | -2.7% |
| 3Y | +182.4% | -24.4% | +206.8% | +189.9% |
| All | +244.4% | -50.4% | +294.8% | +285.8% |
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