+10.8%
MKSI vs MOS
-1.4%
+12.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +4.1% |
| 7D | +1.8% | +9.5% | -7.8% | +0.8% |
| 30D | -16.8% | +10.4% | -27.2% | -17.5% |
| 3M | -21.1% | +12.9% | -34.0% | -23.0% |
| 6M | +10.8% | +1.2% | +9.6% | +8.9% |
| All | +10.8% | -1.4% | +12.2% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling