+270.8%
KLAC vs MOS
-29.5%
+300.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.4% | +5.9% | +7.0% |
| 7D | +5.7% | +9.5% | -3.8% | +3.6% |
| 30D | -3.6% | +10.4% | -14.0% | -5.9% |
| 3M | -12.8% | +12.9% | -25.7% | -15.7% |
| 6M | +26.1% | +1.2% | +24.8% | +23.4% |
| YTD | +53.3% | +9.3% | +44.0% | +46.2% |
| 1Y | +113.7% | -18.0% | +131.7% | +120.6% |
| All | +270.8% | -29.5% | +300.3% | +268.4% |
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 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