+2,288.0%
KLAC vs MOS
+3.2%
+2,284.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | -2.1% | +24.8% | -26.9% | -8.0% |
| 30D | -21.8% | +22.7% | -44.5% | -26.4% |
| 3M | -20.5% | -1.2% | -19.3% | -21.3% |
| 6M | -18.0% | +5.5% | -23.5% | -20.4% |
| YTD | +26.4% | -2.0% | +28.3% | +23.1% |
| 1Y | +26.3% | -7.9% | +34.2% | +24.5% |
| 3Y | +193.3% | -25.0% | +218.2% | +198.1% |
| 5Y | +297.2% | -27.7% | +325.0% | +286.3% |
| 10Y | +2,288.0% | -1.6% | +2,289.5% | +1,790.7% |
| All | +2,288.0% | +3.2% | +2,284.8% | +1,790.7% |
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