+239.5%
OKE vs MOS
-4.2%
+243.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.3% | +2.7% |
| 7D | +3.0% | -2.6% | +5.6% | +4.1% |
| 30D | -3.8% | +13.5% | -17.2% | -10.2% |
| 3M | -2.8% | -2.9% | +0.1% | -3.9% |
| 6M | +2.8% | -1.0% | +3.8% | -0.9% |
| YTD | +26.9% | -7.2% | +34.1% | +22.2% |
| 1Y | +35.4% | -11.4% | +46.8% | +32.6% |
| 3Y | +60.1% | -29.0% | +89.1% | +64.1% |
| 5Y | +84.0% | -34.0% | +118.0% | +74.6% |
| All | +239.5% | -4.2% | +243.6% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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