+11.7%
MOS vs KEYS
+1,049.9%
-1,038.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -2.3% |
| 7D | -1.7% | +3.5% | -5.2% | -3.0% |
| 30D | +12.4% | -4.5% | +16.9% | +13.9% |
| 3M | +20.5% | -0.4% | +20.9% | +18.9% |
| 6M | -12.0% | +19.1% | -31.1% | -19.3% |
| YTD | +7.4% | +66.7% | -59.2% | -15.8% |
| 1Y | -22.5% | +96.5% | -118.9% | -43.7% |
| 3Y | -25.5% | +155.2% | -180.6% | -53.2% |
| 5Y | -10.1% | +88.0% | -98.1% | -37.7% |
| All | +11.7% | +1,049.9% | -1,038.1% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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