-32.5%
MOS vs KEYS
+967.0%
-999.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.5% |
| 7D | -2.0% | +9.4% | -11.4% | -5.1% |
| 30D | +15.3% | -16.8% | +32.1% | +21.8% |
| 3M | +1.5% | -15.9% | +17.4% | +5.9% |
| 6M | -2.0% | -17.6% | +15.6% | +2.0% |
| YTD | -6.5% | +46.5% | -53.0% | -24.4% |
| 1Y | -11.1% | +66.9% | -77.9% | -32.1% |
| 3Y | -30.3% | +141.4% | -171.6% | -56.0% |
| 5Y | -33.5% | +59.5% | -93.0% | -51.5% |
| 10Y | -3.3% | +761.1% | -764.4% | -66.6% |
| All | -32.5% | +967.0% | -999.5% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling