+15,770.1%
OKE vs MOS
+155.8%
+15,614.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | +0.7% | +9.5% | -8.8% | -1.8% |
| 30D | +9.4% | +10.4% | -1.0% | +6.1% |
| 3M | +8.6% | +12.9% | -4.3% | +3.9% |
| 6M | +15.3% | +1.2% | +14.1% | +12.2% |
| YTD | +34.8% | +9.3% | +25.5% | +27.9% |
| 1Y | +35.3% | -18.0% | +53.2% | +38.4% |
| 3Y | +69.5% | -29.0% | +98.5% | +75.7% |
| 5Y | +135.2% | -9.6% | +144.8% | +120.4% |
| 10Y | +261.7% | +6.1% | +255.6% | +206.6% |
| All | +15,770.1% | +155.8% | +15,614.3% | +9,593.0% |
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 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