+150.2%
MOS vs STT
+7,372.9%
-7,222.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.6% |
| 3M | +12.9% | +20.0% | -7.1% | +5.0% |
| 6M | +1.2% | +55.3% | -54.1% | -15.0% |
| YTD | +9.3% | +53.3% | -44.0% | -8.0% |
| 1Y | -18.0% | +74.7% | -92.7% | -34.4% |
| 3Y | -29.0% | +205.8% | -234.9% | -54.7% |
| 5Y | -9.6% | +145.0% | -154.6% | -38.8% |
| 10Y | +6.1% | +266.0% | -259.9% | -37.2% |
| All | +150.2% | +7,372.9% | -7,222.7% | -35.4% |
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