+1,013.4%
KEY vs MOS
+122.8%
+890.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -3.7% |
| 7D | -2.5% | +22.5% | -25.0% | -8.5% |
| 30D | +4.1% | +6.6% | -2.6% | +1.4% |
| 3M | -8.4% | -3.8% | -4.5% | -8.5% |
| 6M | -2.3% | -2.2% | -0.1% | -3.6% |
| YTD | +4.6% | -4.8% | +9.3% | +2.2% |
| 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% | +14.1% |
| 10Y | +126.7% | +10.2% | +116.5% | +87.0% |
| All | +1,013.4% | +122.8% | +890.5% | +560.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling