-4.1%
MOS vs STT
+15.3%
-19.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +2.2% | +15.2% | +16.9% |
| 7D | +17.9% | -0.1% | +18.0% | +17.7% |
| 30D | +1.6% | -1.7% | +3.2% | +1.5% |
| 3M | -4.0% | -6.4% | +2.4% | -4.6% |
| 6M | -4.1% | +17.7% | -21.8% | -9.6% |
| All | -4.1% | +15.3% | -19.4% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling