-7.0%
MOS vs STZ
+13.3%
-20.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.5% |
| 7D | +21.6% | +4.9% | +16.7% | +20.9% |
| 30D | +12.0% | +20.9% | -8.9% | +9.4% |
| 3M | -3.9% | +8.0% | -11.9% | -4.7% |
| 6M | -3.3% | -5.3% | +2.0% | -2.1% |
| YTD | -4.6% | +5.9% | -10.6% | -7.1% |
| 1Y | -7.0% | +14.2% | -21.2% | -6.8% |
| All | -7.0% | +13.3% | -20.3% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling