-24.5%
MOS vs STT
+164.8%
-189.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.7% | +8.0% | +5.1% |
| 7D | +22.5% | -4.9% | +27.4% | +24.8% |
| 30D | +6.6% | -6.0% | +12.6% | +9.0% |
| 3M | -3.8% | -11.7% | +7.9% | +0.3% |
| 6M | -2.2% | +11.7% | -13.9% | -7.6% |
| YTD | -4.8% | +30.4% | -35.2% | -16.5% |
| 1Y | -11.7% | +43.9% | -55.6% | -26.0% |
| All | -24.5% | +164.8% | -189.4% | -56.1% |
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