+92.4%
OKLO vs MOS
-15.0%
+107.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | +3.3% | -16.5% | -13.7% |
| 7D | -28.4% | +22.5% | -50.9% | -31.0% |
| 30D | -50.2% | +6.6% | -56.8% | -50.9% |
| 3M | -55.3% | -3.8% | -51.5% | -55.2% |
| 6M | -71.9% | -2.2% | -69.7% | -71.9% |
| YTD | -73.2% | -4.8% | -68.5% | -73.3% |
| 1Y | -84.2% | -11.7% | -72.5% | -84.0% |
| 3Y | +86.4% | -26.5% | +112.9% | +86.9% |
| 5Y | +94.9% | -32.2% | +127.1% | +93.2% |
| All | +92.4% | -15.0% | +107.4% | +89.8% |
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 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