+242.9%
OKE vs MOS
-3.5%
+246.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +5.4% | -2.0% | +7.3% | +6.2% |
| 30D | -1.3% | +15.3% | -16.6% | -8.6% |
| 3M | -2.0% | +1.5% | -3.5% | -4.9% |
| 6M | +3.4% | -2.0% | +5.4% | +0.2% |
| YTD | +28.2% | -6.5% | +34.7% | +23.0% |
| 1Y | +35.7% | -11.1% | +46.7% | +32.7% |
| 3Y | +61.0% | -30.3% | +91.3% | +66.6% |
| 5Y | +85.8% | -33.5% | +119.3% | +75.8% |
| All | +242.9% | -3.5% | +246.3% | +82.3% |
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