+117.9%
KEY vs MOS
+8.6%
+109.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | +21.6% | -22.9% | -9.5% |
| 30D | +5.1% | +12.0% | -6.8% | -0.7% |
| 3M | -7.1% | -3.9% | -3.2% | -7.3% |
| 6M | -4.4% | -3.3% | -1.1% | -6.0% |
| YTD | +4.0% | -4.6% | +8.7% | -0.1% |
| 1Y | +23.4% | -7.0% | +30.4% | +19.3% |
| 3Y | +113.9% | -24.4% | +138.3% | +115.7% |
| 5Y | +12.3% | -32.1% | +44.4% | +7.4% |
| All | +117.9% | +8.6% | +109.2% | +28.0% |
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 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