-7.0%
MOS vs STZ
+12.6%
-19.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +13.5% | +14.7% | -1.3% | +6.8% |
| 3M | -2.9% | +8.8% | -11.7% | -6.9% |
| 6M | -1.0% | +3.1% | -4.1% | -3.4% |
| YTD | -7.2% | +7.9% | -15.1% | -12.4% |
| 1Y | -11.4% | +14.2% | -25.6% | -18.7% |
| 3Y | -29.0% | -35.2% | +6.2% | -17.0% |
| 5Y | -34.0% | -29.6% | -4.4% | -27.8% |
| All | -7.0% | +12.6% | -19.6% | -12.4% |
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