-32.2%
MOS vs STZ
-27.7%
-4.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.5% |
| 7D | +22.5% | +11.8% | +10.7% | +19.3% |
| 30D | +6.6% | +26.0% | -19.3% | +0.5% |
| 3M | -3.8% | +11.5% | -15.3% | -6.7% |
| 6M | -2.2% | -2.0% | -0.2% | -2.0% |
| YTD | -4.8% | +7.9% | -12.6% | -7.8% |
| 1Y | -11.7% | +13.9% | -25.6% | -16.0% |
| 3Y | -26.5% | -35.8% | +9.3% | -17.9% |
| 5Y | -32.2% | -28.4% | -3.8% | -29.3% |
| All | -32.2% | -27.7% | -4.5% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling