+191.2%
MKSI vs MOS
-26.9%
+218.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.4% |
| 7D | +4.9% | -0.4% | +5.2% | +5.0% |
| 30D | -11.0% | +10.0% | -20.9% | -13.7% |
| 3M | -17.1% | +28.2% | -45.2% | -24.2% |
| 6M | +16.4% | -3.1% | +19.5% | +14.9% |
| YTD | +64.3% | +7.4% | +56.9% | +54.4% |
| 1Y | +137.7% | -21.8% | +159.6% | +154.7% |
| All | +191.2% | -26.9% | +218.2% | +187.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling