+14,842.2%
OKE vs MOS
+117.2%
+14,725.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.3% | +2.0% |
| 7D | +3.0% | -2.6% | +5.6% | +3.7% |
| 30D | -3.8% | +13.5% | -17.2% | -7.9% |
| 3M | -2.8% | -2.9% | +0.1% | -3.4% |
| 6M | +2.8% | -1.0% | +3.8% | +0.6% |
| YTD | +26.9% | -7.2% | +34.1% | +24.6% |
| 1Y | +35.4% | -11.4% | +46.8% | +34.4% |
| 3Y | +60.1% | -29.0% | +89.1% | +64.4% |
| 5Y | +84.0% | -34.0% | +118.0% | +86.6% |
| 10Y | +238.7% | -4.0% | +242.7% | +193.4% |
| All | +14,842.2% | +117.2% | +14,725.1% | +9,341.3% |
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