-6.3%
MOS vs STT
+198.3%
-204.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -2.0% | +4.8% | -6.7% | -4.7% |
| 30D | +15.3% | +3.9% | +11.4% | +12.5% |
| 3M | +1.5% | -8.2% | +9.6% | +6.2% |
| 6M | -2.0% | +15.6% | -17.6% | -11.5% |
| YTD | -6.5% | +37.6% | -44.2% | -25.1% |
| 1Y | -11.1% | +50.1% | -61.2% | -32.6% |
| 3Y | -30.3% | +183.1% | -213.3% | -66.1% |
| 5Y | -33.5% | +104.8% | -138.4% | -62.3% |
| All | -6.3% | +198.3% | -204.6% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling