+2,047.5%
KLAC vs MOS
+8.6%
+2,038.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.6% | +6.7% |
| 7D | -12.3% | +21.6% | -33.9% | -17.2% |
| 30D | -29.6% | +12.0% | -41.6% | -32.2% |
| 3M | -28.2% | -3.9% | -24.4% | -28.5% |
| 6M | -23.6% | -3.3% | -20.3% | -24.2% |
| YTD | +14.4% | -4.6% | +19.0% | +12.1% |
| 1Y | +15.4% | -7.0% | +22.4% | +13.3% |
| 3Y | +184.3% | -24.4% | +208.7% | +188.1% |
| 5Y | +248.9% | -32.1% | +281.0% | +245.0% |
| All | +2,047.5% | +8.6% | +2,038.9% | +1,661.6% |
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