+0.6%
MOS vs STT
+203.9%
-203.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.7% |
| 7D | +5.5% | +0.4% | +5.0% | +4.9% |
| 30D | +21.0% | -0.4% | +21.4% | +21.0% |
| 3M | -0.5% | -6.5% | +6.0% | +3.0% |
| 6M | +6.6% | +17.2% | -10.6% | -4.6% |
| YTD | -2.8% | +38.2% | -41.0% | -22.3% |
| 1Y | -8.1% | +49.3% | -57.4% | -30.2% |
| 3Y | -25.6% | +181.9% | -207.5% | -63.8% |
| 5Y | -29.8% | +106.9% | -136.7% | -60.5% |
| 10Y | +0.6% | +203.1% | -202.6% | -63.7% |
| All | +0.6% | +203.9% | -203.4% | -63.7% |
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