-7.9%
MOS vs STT
+48.0%
-55.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.9% |
| 7D | +24.8% | +1.1% | +23.7% | +24.4% |
| 30D | +22.7% | -1.9% | +24.6% | +23.0% |
| 3M | -1.2% | -7.6% | +6.4% | -0.1% |
| 6M | +5.5% | +16.0% | -10.4% | -0.4% |
| YTD | -2.0% | +36.2% | -38.1% | -13.3% |
| 1Y | -7.9% | +46.8% | -54.7% | -21.5% |
| All | -7.9% | +48.0% | -55.9% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling