+144.0%
OKE vs MOS
-7.1%
+151.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.5% | +1.5% |
| 7D | +1.9% | +7.1% | -5.2% | +0.1% |
| 30D | +12.8% | +15.0% | -2.2% | +8.5% |
| 3M | +11.9% | +24.1% | -12.2% | +4.8% |
| 6M | +14.9% | +2.7% | +12.1% | +11.7% |
| YTD | +37.7% | +12.2% | +25.5% | +29.7% |
| 1Y | +44.1% | -16.3% | +60.4% | +47.9% |
| 3Y | +75.3% | -23.3% | +98.5% | +80.0% |
| 5Y | +144.0% | -4.2% | +148.2% | +88.1% |
| All | +144.0% | -7.1% | +151.1% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling