+2.8%
MOS vs STLA
+21.0%
-18.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | +19.7% | -6.4% | +26.0% | +22.6% |
| 30D | +21.5% | -1.3% | +22.8% | +21.4% |
| 3M | -0.4% | -19.9% | +19.5% | +6.8% |
| 6M | +4.5% | -42.9% | +47.4% | +26.8% |
| YTD | -2.9% | -59.4% | +56.5% | +30.5% |
| 1Y | -7.7% | -56.8% | +49.1% | +20.1% |
| 3Y | -25.6% | -73.1% | +47.4% | +10.3% |
| 5Y | -31.2% | -70.1% | +38.9% | -7.5% |
| 10Y | +2.8% | +19.8% | -17.0% | -16.3% |
| All | +2.8% | +21.0% | -18.2% | -16.3% |
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