-4.0%
MOS vs STLA
-17.8%
+13.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.8% | +13.6% | +16.6% |
| 7D | +17.9% | -0.6% | +18.6% | +17.7% |
| 30D | +1.6% | +3.6% | -2.0% | +1.6% |
| 3M | -4.0% | -20.6% | +16.7% | +1.8% |
| All | -4.0% | -17.8% | +13.9% | +1.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling