+28.0%
MOS vs KEEL
+115.5%
-87.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.8% | +1.2% | -4.3% |
| 7D | -2.6% | +18.2% | -20.7% | -3.2% |
| 30D | +13.5% | -32.1% | +45.5% | +14.8% |
| 3M | -2.9% | -44.9% | +42.0% | -1.1% |
| 6M | -1.0% | -52.1% | +51.1% | +0.7% |
| YTD | -7.2% | -17.0% | +9.8% | -8.4% |
| 1Y | -11.4% | -38.5% | +27.1% | -11.7% |
| 3Y | -29.0% | +62.5% | -91.5% | -34.5% |
| 5Y | -34.0% | -77.3% | +43.3% | -38.4% |
| All | +28.0% | +115.5% | -87.5% | +12.3% |
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