+177.4%
NXT vs MOS
-43.2%
+220.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | -1.1% | +9.5% | -10.6% | -4.0% |
| 30D | -15.3% | +10.4% | -25.8% | -18.2% |
| 3M | -43.8% | +12.9% | -56.7% | -46.4% |
| 6M | -18.7% | +1.2% | -19.9% | -20.3% |
| YTD | -3.0% | +9.3% | -12.3% | -7.9% |
| 1Y | +22.7% | -18.0% | +40.7% | +27.4% |
| 3Y | +95.9% | -29.0% | +124.9% | +103.2% |
| All | +177.4% | -43.2% | +220.6% | +200.0% |
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 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