-24.5%
MOS vs STLD
+104.7%
-129.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.6% | +10.9% | +5.4% |
| 7D | +22.5% | -12.5% | +35.0% | +26.8% |
| 30D | +6.6% | -6.8% | +13.5% | +8.3% |
| 3M | -3.8% | -16.4% | +12.6% | +0.6% |
| 6M | -2.2% | -6.1% | +3.9% | -1.7% |
| YTD | -4.8% | +32.0% | -36.7% | -14.0% |
| 1Y | -11.7% | +45.5% | -57.2% | -22.5% |
| All | -24.5% | +104.7% | -129.2% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling