-21.9%
KVUE vs MOS
-30.6%
+8.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.1% |
| 7D | -1.9% | +7.1% | -9.0% | -2.6% |
| 30D | -3.3% | +15.0% | -18.3% | -4.8% |
| 3M | +6.0% | +24.1% | -18.1% | +3.2% |
| 6M | +2.3% | +2.7% | -0.4% | +1.3% |
| YTD | +10.3% | +12.2% | -1.8% | +7.8% |
| 1Y | +4.6% | -16.3% | +20.9% | +5.9% |
| 3Y | -2.2% | -23.3% | +21.1% | -1.3% |
| All | -21.9% | -30.6% | +8.7% | -19.6% |
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 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