+184.3%
KLAC vs MOS
-26.6%
+210.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.6% | +6.7% |
| 7D | -12.3% | +21.6% | -33.9% | -15.9% |
| 30D | -29.6% | +12.0% | -41.6% | -31.4% |
| 3M | -28.2% | -3.9% | -24.4% | -27.9% |
| 6M | -23.6% | -3.3% | -20.3% | -23.8% |
| YTD | +14.4% | -4.6% | +19.0% | +12.1% |
| 1Y | +15.4% | -7.0% | +22.4% | +13.2% |
| 3Y | +184.3% | -24.4% | +208.7% | +181.8% |
| All | +184.3% | -26.6% | +210.9% | +181.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling