+255.2%
OKE vs MOS
+12.4%
+242.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +1.2% |
| 7D | 0.0% | -0.4% | +0.3% | +0.1% |
| 30D | +4.6% | +10.0% | -5.4% | -0.2% |
| 3M | +6.9% | +28.2% | -21.2% | -5.6% |
| 6M | +15.8% | -3.1% | +18.9% | +12.6% |
| YTD | +35.2% | +7.4% | +27.8% | +24.4% |
| 1Y | +37.6% | -21.8% | +59.4% | +45.5% |
| 3Y | +72.0% | -26.6% | +98.6% | +77.5% |
| 5Y | +139.0% | -10.1% | +149.1% | +96.1% |
| All | +255.2% | +12.4% | +242.8% | +89.0% |
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