-18.4%
MOS vs STLA
+263.8%
-282.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | +9.5% | +2.6% | +7.0% | +8.7% |
| 30D | +10.4% | -1.2% | +11.7% | +10.6% |
| 3M | +12.9% | -24.8% | +37.6% | +21.3% |
| 6M | +1.2% | -25.6% | +26.8% | +8.8% |
| YTD | +9.3% | -48.9% | +58.3% | +27.9% |
| 1Y | -18.0% | -38.8% | +20.8% | -9.5% |
| 3Y | -29.0% | -64.5% | +35.5% | -12.4% |
| 5Y | -9.6% | -62.4% | +52.9% | +7.0% |
| 10Y | +6.1% | +55.4% | -49.3% | -7.5% |
| All | -18.4% | +263.8% | -282.2% | -25.3% |
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 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