-9.6%
MOS vs STT
+145.1%
-154.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +9.5% | +0.5% | +9.1% | +9.3% |
| 30D | +10.4% | +3.9% | +6.6% | +8.4% |
| 3M | +12.9% | +20.0% | -7.1% | +3.9% |
| 6M | +1.2% | +55.3% | -54.1% | -17.3% |
| YTD | +9.3% | +53.3% | -44.0% | -10.5% |
| 1Y | -18.0% | +74.7% | -92.7% | -36.7% |
| 3Y | -29.0% | +205.8% | -234.9% | -58.6% |
| All | -9.6% | +145.1% | -154.7% | -48.1% |
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 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