+29.6%
KEY vs MOS
-16.2%
+45.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +17.4% | -15.9% | +0.5% |
| 7D | +1.7% | +17.9% | -16.3% | +0.7% |
| 30D | +6.8% | +1.6% | +5.2% | +6.6% |
| 3M | -5.8% | -4.0% | -1.8% | -5.7% |
| 6M | +1.4% | -4.1% | +5.6% | +1.3% |
| YTD | +7.5% | -7.8% | +15.3% | +5.2% |
| 1Y | +29.6% | -15.6% | +45.2% | +30.5% |
| All | +29.6% | -16.2% | +45.8% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling