-6.6%
MOS vs KEEL
-39.1%
+32.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +1.7% | +19.3% | -17.6% | +0.4% |
| 30D | +11.7% | +9.1% | +2.6% | +10.7% |
| 3M | +23.2% | -31.5% | +54.7% | +25.1% |
| 6M | -1.6% | +75.8% | -77.5% | -7.4% |
| YTD | +10.8% | +57.9% | -47.0% | +4.3% |
| 1Y | -16.2% | +133.3% | -149.6% | -25.1% |
| 3Y | -24.2% | +204.1% | -228.3% | -38.7% |
| 5Y | -6.6% | -37.5% | +30.9% | -18.6% |
| All | -6.6% | -39.1% | +32.4% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling