-34.4%
MOS vs STLA
-74.6%
+40.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.0% |
| 7D | -2.0% | -13.8% | +11.8% | +1.6% |
| 30D | +15.3% | -10.5% | +25.8% | +18.1% |
| 3M | +1.5% | -28.9% | +30.4% | +9.5% |
| 6M | -2.0% | -49.7% | +47.8% | +15.0% |
| YTD | -6.5% | -64.9% | +58.4% | +17.7% |
| 1Y | -11.1% | -64.0% | +53.0% | +10.8% |
| 3Y | -30.3% | -77.4% | +47.2% | -4.9% |
| All | -34.4% | -74.6% | +40.2% | -16.1% |
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