+15.2%
MOS vs STLD
+8,684.3%
-8,669.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.1% |
| 7D | +9.5% | +3.1% | +6.4% | +8.0% |
| 30D | +10.4% | -9.0% | +19.4% | +14.5% |
| 3M | +12.9% | -12.4% | +25.3% | +18.6% |
| 6M | +1.2% | +25.5% | -24.3% | -10.0% |
| YTD | +9.3% | +43.6% | -34.3% | -8.8% |
| 1Y | -18.0% | +87.2% | -105.2% | -39.6% |
| 3Y | -29.0% | +135.2% | -164.3% | -54.9% |
| 5Y | -9.6% | +290.9% | -300.5% | -56.0% |
| 10Y | +6.1% | +1,113.5% | -1,107.4% | -68.9% |
| All | +15.2% | +8,684.3% | -8,669.1% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling