+28.9%
MOS vs KEEL
+105.5%
-76.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.4% | +0.9% |
| 7D | -2.0% | -0.5% | -1.4% | -2.0% |
| 30D | +15.3% | -27.1% | +42.4% | +16.3% |
| 3M | +1.5% | -43.8% | +45.3% | +3.2% |
| 6M | -2.0% | -55.2% | +53.2% | 0.0% |
| YTD | -6.5% | -20.9% | +14.3% | -7.6% |
| 1Y | -11.1% | -28.5% | +17.4% | -11.9% |
| 3Y | -30.3% | +66.1% | -96.3% | -35.7% |
| 5Y | -33.5% | -78.3% | +44.8% | -37.9% |
| All | +28.9% | +105.5% | -76.6% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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