+252.2%
KLAC vs MOS
-32.4%
+284.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.6% | +6.7% |
| 7D | -12.3% | +21.6% | -33.9% | -16.4% |
| 30D | -29.6% | +12.0% | -41.6% | -31.7% |
| 3M | -28.2% | -3.9% | -24.4% | -28.2% |
| 6M | -23.6% | -3.3% | -20.3% | -24.0% |
| YTD | +14.4% | -4.6% | +19.0% | +12.4% |
| 1Y | +15.4% | -7.0% | +22.4% | +13.6% |
| 3Y | +184.3% | -24.4% | +208.7% | +186.2% |
| All | +252.2% | -32.4% | +284.5% | +222.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling