-34.0%
MOS vs STZ
-29.2%
-4.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +13.5% | +14.7% | -1.3% | +9.6% |
| 3M | -2.9% | +8.8% | -11.7% | -5.1% |
| 6M | -1.0% | +3.1% | -4.1% | -2.2% |
| YTD | -7.2% | +7.9% | -15.1% | -10.1% |
| 1Y | -11.4% | +14.2% | -25.6% | -15.7% |
| 3Y | -29.0% | -35.2% | +6.2% | -20.9% |
| 5Y | -34.0% | -29.6% | -4.4% | -30.4% |
| All | -34.0% | -29.2% | -4.9% | -30.4% |
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