-32.2%
MOS vs STT
+97.1%
-129.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.7% | +8.0% | +5.2% |
| 7D | +22.5% | -4.9% | +27.4% | +25.0% |
| 30D | +6.6% | -6.0% | +12.6% | +9.3% |
| 3M | -3.8% | -11.7% | +7.9% | +0.8% |
| 6M | -2.2% | +11.7% | -13.9% | -7.5% |
| YTD | -4.8% | +30.4% | -35.2% | -16.3% |
| 1Y | -11.7% | +43.9% | -55.6% | -25.7% |
| 3Y | -26.5% | +165.4% | -191.9% | -53.9% |
| 5Y | -32.2% | +101.0% | -133.2% | -55.7% |
| All | -32.2% | +97.1% | -129.3% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling