+172.9%
KEY vs MOS
+5.8%
+167.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.3% |
| 7D | +2.2% | +9.5% | -7.3% | -1.7% |
| 30D | -3.0% | +10.4% | -13.4% | -7.4% |
| 3M | +3.3% | +12.9% | -9.5% | -3.2% |
| 6M | +9.2% | +1.2% | +8.0% | +4.9% |
| YTD | +10.6% | +9.3% | +1.3% | +1.8% |
| 1Y | +20.4% | -18.0% | +38.4% | +24.7% |
| 3Y | +121.8% | -29.0% | +150.9% | +134.8% |
| 5Y | +41.1% | -9.6% | +50.7% | +18.8% |
| All | +172.9% | +5.8% | +167.0% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling