-25.0%
MOS vs STT
+180.5%
-205.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.8% |
| 7D | +24.8% | +1.1% | +23.7% | +24.2% |
| 30D | +22.7% | -1.9% | +24.6% | +23.4% |
| 3M | -1.2% | -7.6% | +6.4% | +1.3% |
| 6M | +5.5% | +16.0% | -10.4% | -1.7% |
| YTD | -2.0% | +36.2% | -38.1% | -15.4% |
| 1Y | -7.9% | +46.8% | -54.7% | -23.3% |
| 3Y | -25.0% | +177.8% | -202.8% | -56.7% |
| All | -25.0% | +180.5% | -205.5% | -56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling