-7.2%
MOS vs STLA
-61.8%
+54.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.2% |
| 7D | +5.5% | -11.6% | +17.1% | +7.7% |
| 30D | +21.0% | -6.2% | +27.1% | +22.3% |
| 3M | -0.5% | -24.6% | +24.1% | +4.2% |
| 6M | +6.6% | -44.9% | +51.5% | +17.3% |
| YTD | -2.8% | -62.3% | +59.5% | +7.7% |
| All | -7.2% | -61.8% | +54.7% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling