-11.7%
MOS vs STLD
+47.9%
-59.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.6% | +10.9% | +5.1% |
| 7D | +22.5% | -12.5% | +35.0% | +26.6% |
| 30D | +6.6% | -6.8% | +13.5% | +7.9% |
| 3M | -3.8% | -16.4% | +12.6% | +0.8% |
| 6M | -2.2% | -6.1% | +3.9% | -2.5% |
| YTD | -4.8% | +32.0% | -36.7% | -17.5% |
| 1Y | -11.7% | +45.5% | -57.2% | -24.9% |
| All | -11.7% | +47.9% | -59.6% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling