+7.6%
MOS vs STZ
+3.4%
+4.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.9% |
| 7D | +21.6% | +4.9% | +16.7% | +19.5% |
| 30D | +12.0% | +20.9% | -8.9% | +3.1% |
| 3M | -3.9% | +8.0% | -11.9% | -7.5% |
| 6M | -3.3% | -5.3% | +2.0% | -1.9% |
| YTD | -4.6% | +5.9% | -10.6% | -9.1% |
| 1Y | -7.0% | +14.2% | -21.2% | -14.6% |
| 3Y | -24.4% | -37.0% | +12.5% | -10.7% |
| 5Y | -32.1% | -29.7% | -2.4% | -25.9% |
| All | +7.6% | +3.4% | +4.3% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling