+50.7%
MOS vs KEEL
+283.4%
-232.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +1.3% |
| 7D | +9.5% | +7.8% | +1.8% | +9.2% |
| 30D | +10.4% | -11.7% | +22.1% | +10.8% |
| 3M | +12.9% | -41.5% | +54.4% | +14.6% |
| 6M | +1.2% | +54.9% | -53.7% | -1.7% |
| YTD | +9.3% | +47.7% | -38.3% | +5.9% |
| 1Y | -18.0% | +177.6% | -195.6% | -23.4% |
| 3Y | -29.0% | +164.9% | -193.9% | -35.6% |
| 5Y | -9.6% | -45.9% | +36.3% | -17.7% |
| All | +50.7% | +283.4% | -232.7% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling