-31.2%
MOS vs STT
+108.8%
-140.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +0.5% |
| 7D | +19.7% | +0.9% | +18.7% | +19.2% |
| 30D | +21.5% | -2.3% | +23.8% | +22.5% |
| 3M | -0.4% | -7.0% | +6.6% | +2.1% |
| 6M | +4.5% | +15.5% | -11.0% | -2.5% |
| YTD | -2.9% | +35.6% | -38.5% | -16.0% |
| 1Y | -7.7% | +47.9% | -55.6% | -23.2% |
| 3Y | -25.6% | +181.1% | -206.7% | -54.4% |
| 5Y | -31.2% | +108.2% | -139.4% | -55.6% |
| All | -31.2% | +108.8% | -140.0% | -55.6% |
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