+87.4%
MKSI vs MOS
-4.4%
+91.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +6.6% | +1.7% | +5.0% | +6.1% |
| 30D | -8.2% | +11.7% | -19.9% | -11.5% |
| 3M | -16.4% | +23.2% | -39.6% | -22.4% |
| 6M | +23.0% | -1.6% | +24.6% | +21.0% |
| YTD | +68.2% | +10.8% | +57.4% | +58.0% |
| 1Y | +148.6% | -16.2% | +164.8% | +155.6% |
| 3Y | +196.0% | -24.2% | +220.2% | +202.2% |
| 5Y | +87.4% | -6.6% | +94.0% | +72.5% |
| All | +87.4% | -4.4% | +91.8% | +72.5% |
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 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