+119.0%
KEY vs MOS
+8.5%
+110.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -4.1% |
| 7D | -2.5% | +22.5% | -25.0% | -10.9% |
| 30D | +4.1% | +6.6% | -2.6% | +0.3% |
| 3M | -8.4% | -3.8% | -4.5% | -8.6% |
| 6M | -2.3% | -2.2% | -0.1% | -4.4% |
| YTD | +4.6% | -4.8% | +9.3% | +0.5% |
| 1Y | +24.6% | -11.7% | +36.3% | +23.2% |
| 3Y | +112.8% | -26.5% | +139.3% | +117.4% |
| 5Y | +12.9% | -32.2% | +45.1% | +8.1% |
| All | +119.0% | +8.5% | +110.5% | +28.7% |
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