+12.9%
KEY vs MOS
-31.6%
+44.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -3.6% |
| 7D | -2.5% | +22.5% | -25.0% | -7.9% |
| 30D | +4.1% | +6.6% | -2.6% | +1.8% |
| 3M | -8.4% | -3.8% | -4.5% | -8.2% |
| 6M | -2.3% | -2.2% | -0.1% | -3.3% |
| YTD | +4.6% | -4.8% | +9.3% | +2.0% |
| 1Y | +24.6% | -11.7% | +36.3% | +24.1% |
| 3Y | +112.8% | -26.5% | +139.3% | +118.0% |
| 5Y | +12.9% | -32.2% | +45.1% | +9.4% |
| All | +12.9% | -31.6% | +44.5% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling