+35.2%
MOS vs KEEL
+111.0%
-75.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.5% | +1.1% |
| 7D | +24.8% | -12.8% | +37.6% | +25.2% |
| 30D | +22.7% | -37.4% | +60.1% | +24.5% |
| 3M | -1.2% | -43.8% | +42.6% | +0.5% |
| 6M | +5.5% | -51.9% | +57.4% | +7.3% |
| YTD | -2.0% | -18.7% | +16.8% | -3.1% |
| 1Y | -7.9% | -46.6% | +38.7% | -7.7% |
| 3Y | -25.0% | +59.2% | -84.1% | -30.7% |
| 5Y | -27.7% | -75.8% | +48.1% | -32.6% |
| All | +35.2% | +111.0% | -75.9% | +18.8% |
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