-32.8%
MOS vs STLA
-70.1%
+37.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | +21.6% | -4.5% | +26.1% | +23.0% |
| 30D | +12.0% | -3.9% | +15.9% | +12.8% |
| 3M | -3.9% | -20.2% | +16.3% | +0.9% |
| 6M | -3.3% | -42.2% | +38.9% | +9.6% |
| YTD | -4.6% | -59.3% | +54.7% | +15.8% |
| 1Y | -7.0% | -56.1% | +49.1% | +10.2% |
| 3Y | -24.4% | -73.7% | +49.2% | -0.9% |
| All | -32.8% | -70.1% | +37.3% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling