+7.6%
MOS vs STLA
+18.3%
-10.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | +21.6% | -4.5% | +26.1% | +23.8% |
| 30D | +12.0% | -3.9% | +15.9% | +13.0% |
| 3M | -3.9% | -20.2% | +16.3% | +3.2% |
| 6M | -3.3% | -42.2% | +38.9% | +16.6% |
| YTD | -4.6% | -59.3% | +54.7% | +27.9% |
| 1Y | -7.0% | -56.1% | +49.1% | +20.2% |
| 3Y | -24.4% | -73.7% | +49.2% | +13.2% |
| 5Y | -32.1% | -70.3% | +38.2% | -8.4% |
| All | +7.6% | +18.3% | -10.7% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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