+49.4%
MOS vs KEEL
+280.1%
-230.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +5.0% | -2.0% |
| 7D | +0.5% | +2.7% | -2.2% | +0.4% |
| 30D | +10.9% | +4.6% | +6.3% | +10.5% |
| 3M | +29.2% | -34.5% | +63.7% | +30.6% |
| 6M | -2.3% | +59.3% | -61.5% | -5.2% |
| YTD | +8.3% | +46.4% | -38.1% | +5.0% |
| 1Y | -21.2% | +96.6% | -117.8% | -25.3% |
| 3Y | -25.9% | +182.0% | -207.9% | -33.0% |
| 5Y | -9.4% | -38.2% | +28.9% | -17.7% |
| All | +49.4% | +280.1% | -230.7% | +28.7% |
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