+7.6%
MOS vs STT
+204.5%
-196.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +21.6% | -2.5% | +24.1% | +23.4% |
| 30D | +12.0% | -5.0% | +16.9% | +15.3% |
| 3M | -3.9% | -10.5% | +6.6% | +2.2% |
| 6M | -3.3% | +10.0% | -13.3% | -10.1% |
| YTD | -4.6% | +30.7% | -35.3% | -21.1% |
| 1Y | -7.0% | +43.8% | -50.7% | -27.7% |
| 3Y | -24.4% | +168.1% | -192.5% | -62.1% |
| 5Y | -32.1% | +101.4% | -133.5% | -61.3% |
| All | +7.6% | +204.5% | -196.9% | -62.0% |
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