-24.5%
MOS vs STZ
-36.0%
+11.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.4% |
| 7D | +22.5% | +11.8% | +10.7% | +20.0% |
| 30D | +6.6% | +26.0% | -19.3% | +1.8% |
| 3M | -3.8% | +11.5% | -15.3% | -6.0% |
| 6M | -2.2% | -2.0% | -0.2% | -1.9% |
| YTD | -4.8% | +7.9% | -12.6% | -7.1% |
| 1Y | -11.7% | +13.9% | -25.6% | -15.0% |
| All | -24.5% | -36.0% | +11.5% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling