+159.1%
OKLO vs MOS
-13.2%
+172.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.2% |
| 7D | +16.9% | +5.5% | +11.4% | +15.9% |
| 30D | -19.7% | +21.0% | -40.7% | -22.4% |
| 3M | -45.0% | -0.5% | -44.5% | -45.0% |
| 6M | -66.9% | +6.6% | -73.5% | -67.3% |
| YTD | -64.0% | -2.8% | -61.2% | -64.1% |
| 1Y | -75.2% | -8.1% | -67.1% | -75.1% |
| 3Y | +151.1% | -25.6% | +176.7% | +151.0% |
| 5Y | +162.8% | -29.8% | +192.6% | +159.7% |
| All | +159.1% | -13.2% | +172.4% | +154.8% |
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