-32.2%
MOS vs STLD
+268.5%
-300.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.6% | +10.9% | +6.2% |
| 7D | +22.5% | -12.5% | +35.0% | +28.4% |
| 30D | +6.6% | -6.8% | +13.5% | +9.0% |
| 3M | -3.8% | -16.4% | +12.6% | +2.0% |
| 6M | -2.2% | -6.1% | +3.9% | -1.4% |
| YTD | -4.8% | +32.0% | -36.7% | -17.1% |
| 1Y | -11.7% | +45.5% | -57.2% | -26.2% |
| 3Y | -26.5% | +106.5% | -133.0% | -50.0% |
| 5Y | -32.2% | +267.2% | -299.4% | -67.0% |
| All | -32.2% | +268.5% | -300.7% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling