+42.7%
MKSI vs MOS
-16.2%
+58.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +17.4% | -22.4% | -5.1% |
| 7D | -10.7% | +17.9% | -28.6% | -10.8% |
| 30D | -30.5% | +1.6% | -32.0% | -30.2% |
| 3M | -39.2% | -4.0% | -35.2% | -38.7% |
| 6M | -33.0% | -4.1% | -28.9% | -33.1% |
| YTD | +22.3% | -7.8% | +30.1% | +27.3% |
| 1Y | +42.7% | -15.6% | +58.3% | +43.2% |
| All | +42.7% | -16.2% | +58.9% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling