-28.9%
MOS vs STLA
+190.5%
-219.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.5% | +7.8% | +4.5% |
| 7D | +22.5% | -5.5% | +28.0% | +24.4% |
| 30D | +6.6% | -3.7% | +10.3% | +7.3% |
| 3M | -3.8% | -21.1% | +17.3% | +1.6% |
| 6M | -2.2% | -38.3% | +36.1% | +10.0% |
| YTD | -4.8% | -59.2% | +54.5% | +17.5% |
| 1Y | -11.7% | -56.7% | +45.0% | +6.7% |
| 3Y | -26.5% | -74.3% | +47.8% | -1.4% |
| 5Y | -32.2% | -70.2% | +38.0% | -15.1% |
| 10Y | +10.2% | +23.4% | -13.2% | +1.6% |
| All | -28.9% | +190.5% | -219.5% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling