-11.7%
MOS vs STT
+44.5%
-56.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.7% | +8.0% | +4.4% |
| 7D | +22.5% | -4.9% | +27.4% | +23.8% |
| 30D | +6.6% | -6.0% | +12.6% | +8.0% |
| 3M | -3.8% | -11.7% | +7.9% | -1.6% |
| 6M | -2.2% | +11.7% | -13.9% | -7.0% |
| YTD | -4.8% | +30.4% | -35.2% | -15.3% |
| 1Y | -11.7% | +43.9% | -55.6% | -25.8% |
| All | -11.7% | +44.5% | -56.2% | -25.8% |
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