+111.1%
MOS vs STT
+6,570.9%
-6,459.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +2.2% | +15.2% | +16.5% |
| 7D | +17.9% | -0.1% | +18.0% | +18.1% |
| 30D | +1.6% | -1.7% | +3.2% | +2.2% |
| 3M | -4.0% | -6.4% | +2.4% | -1.8% |
| 6M | -4.1% | +17.7% | -21.8% | -10.3% |
| YTD | -7.8% | +36.9% | -44.7% | -19.0% |
| 1Y | -15.6% | +52.0% | -67.6% | -28.8% |
| 3Y | -28.9% | +178.6% | -207.4% | -52.9% |
| 5Y | -36.8% | +109.1% | -145.9% | -54.6% |
| 10Y | +6.7% | +226.1% | -219.4% | -34.1% |
| All | +111.1% | +6,570.9% | -6,459.8% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling