-9.6%
MOS vs STZ
-33.3%
+23.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +9.5% | -1.9% | +11.5% | +10.1% |
| 30D | +10.4% | -1.9% | +12.3% | +10.8% |
| 3M | +12.9% | -6.2% | +19.1% | +14.6% |
| 6M | +1.2% | -14.0% | +15.3% | +4.7% |
| YTD | +9.3% | -5.1% | +14.4% | +9.5% |
| 1Y | -18.0% | -9.6% | -8.4% | -16.8% |
| 3Y | -29.0% | -47.2% | +18.2% | -15.7% |
| All | -9.6% | -33.3% | +23.7% | -2.9% |
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 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