+1,773.7%
MKSI vs MOS
+58.8%
+1,714.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.4% | -2.8% |
| 7D | +12.2% | -2.0% | +14.1% | +12.8% |
| 30D | -8.0% | +15.3% | -23.3% | -12.6% |
| 3M | -29.5% | +1.5% | -31.0% | -30.9% |
| 6M | -31.9% | -2.0% | -29.9% | -33.0% |
| YTD | +35.3% | -6.5% | +41.8% | +33.0% |
| 1Y | +50.3% | -11.1% | +61.3% | +49.1% |
| 3Y | +216.4% | -30.3% | +246.7% | +232.2% |
| 5Y | +34.4% | -33.5% | +68.0% | +37.3% |
| 10Y | +348.6% | -3.3% | +352.0% | +274.0% |
| All | +1,773.7% | +58.8% | +1,714.9% | +857.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling