+14,591.7%
OKE vs MOS
+129.4%
+14,462.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.4% |
| 7D | -5.0% | +24.8% | -29.8% | -11.2% |
| 30D | -1.6% | +22.7% | -24.3% | -7.8% |
| 3M | -2.2% | -1.2% | -1.0% | -3.2% |
| 6M | +5.0% | +5.5% | -0.6% | +1.0% |
| YTD | +24.8% | -2.0% | +26.7% | +20.7% |
| 1Y | +35.1% | -7.9% | +43.0% | +32.7% |
| 3Y | +57.5% | -25.0% | +82.4% | +59.3% |
| 5Y | +81.5% | -27.7% | +109.3% | +79.6% |
| 10Y | +225.3% | -1.6% | +226.9% | +179.5% |
| All | +14,591.7% | +129.4% | +14,462.2% | +9,049.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling