+0.6%
MOS vs STZ
+12.8%
-12.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.4% |
| 7D | +5.5% | -0.9% | +6.4% | +5.9% |
| 30D | +21.0% | +14.9% | +6.0% | +13.8% |
| 3M | -0.5% | +8.4% | -8.9% | -4.4% |
| 6M | +6.6% | +2.8% | +3.8% | +4.2% |
| YTD | -2.8% | +7.5% | -10.3% | -8.0% |
| 1Y | -8.1% | +12.5% | -20.6% | -15.1% |
| 3Y | -25.6% | -35.4% | +9.8% | -12.9% |
| 5Y | -29.8% | -29.3% | -0.5% | -23.4% |
| 10Y | +0.6% | +11.8% | -11.2% | -4.9% |
| All | +0.6% | +12.8% | -12.2% | -4.9% |
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