+502.3%
MKSI vs MOS
+13.3%
+489.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.5% |
| 7D | +4.9% | +0.5% | +4.4% | +4.7% |
| 30D | -11.0% | +10.9% | -21.9% | -14.4% |
| 3M | -17.1% | +29.2% | -46.3% | -24.9% |
| 6M | +16.4% | -2.3% | +18.7% | +14.6% |
| YTD | +64.3% | +8.3% | +56.0% | +54.8% |
| 1Y | +137.7% | -21.2% | +158.9% | +149.2% |
| 3Y | +189.1% | -25.9% | +215.0% | +201.4% |
| 5Y | +83.1% | -9.4% | +92.5% | +65.4% |
| All | +502.3% | +13.3% | +489.0% | +351.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling