+157.0%
MKSI vs MOS
-17.5%
+174.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +4.1% |
| 7D | +1.8% | +9.5% | -7.8% | +0.9% |
| 30D | -16.8% | +10.4% | -27.2% | -17.5% |
| 3M | -21.1% | +12.9% | -34.0% | -22.5% |
| 6M | +10.8% | +1.2% | +9.6% | +8.8% |
| YTD | +63.3% | +9.3% | +54.0% | +59.6% |
| 1Y | +157.0% | -18.0% | +175.0% | +187.0% |
| All | +157.0% | -17.5% | +174.5% | +187.0% |
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