+8.2%
MOS vs STLD
+1,105.0%
-1,096.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.3% |
| 7D | +9.5% | +3.1% | +6.4% | +7.6% |
| 30D | +10.4% | -9.0% | +19.4% | +15.5% |
| 3M | +12.9% | -12.4% | +25.3% | +20.0% |
| 6M | +1.2% | +25.5% | -24.3% | -13.1% |
| YTD | +9.3% | +43.6% | -34.3% | -13.6% |
| 1Y | -18.0% | +87.2% | -105.2% | -44.9% |
| 3Y | -29.0% | +135.2% | -164.3% | -61.6% |
| 5Y | -9.6% | +290.9% | -300.5% | -67.7% |
| All | +8.2% | +1,105.0% | -1,096.9% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling