+313.5%
OKLO vs MOS
-2.5%
+316.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.4% |
| 7D | +2.8% | +9.5% | -6.7% | +1.3% |
| 30D | -4.0% | +10.4% | -14.4% | -5.6% |
| 3M | -36.9% | +12.9% | -49.8% | -38.3% |
| 6M | -37.1% | +1.2% | -38.4% | -37.7% |
| YTD | -42.5% | +9.3% | -51.8% | -43.7% |
| 1Y | -40.7% | -18.0% | -22.7% | -39.9% |
| 3Y | +299.1% | -29.0% | +328.2% | +292.3% |
| 5Y | +317.3% | -9.6% | +326.9% | +303.2% |
| All | +313.5% | -2.5% | +316.0% | +299.6% |
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