-2.8%
MOS vs STLD
+8,634.8%
-8,637.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -3.0% | +20.4% | +18.7% |
| 7D | +17.9% | -3.9% | +21.9% | +19.8% |
| 30D | +1.6% | -0.4% | +1.9% | +1.4% |
| 3M | -4.0% | -9.2% | +5.2% | -0.8% |
| 6M | -4.1% | +5.0% | -9.1% | -7.6% |
| YTD | -7.8% | +42.8% | -50.6% | -23.2% |
| 1Y | -15.6% | +60.1% | -75.6% | -33.3% |
| 3Y | -28.9% | +123.5% | -152.3% | -53.8% |
| 5Y | -36.8% | +302.0% | -338.8% | -69.7% |
| 10Y | +6.7% | +959.3% | -952.6% | -67.0% |
| All | -2.8% | +8,634.8% | -8,637.6% | -85.6% |
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