+30.1%
MOS vs STZ
+10,950.7%
-10,920.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.5% |
| 7D | +22.5% | +11.8% | +10.7% | +19.1% |
| 30D | +6.6% | +26.0% | -19.3% | +0.2% |
| 3M | -3.8% | +11.5% | -15.3% | -6.9% |
| 6M | -2.2% | -2.0% | -0.2% | -2.3% |
| YTD | -4.8% | +7.9% | -12.6% | -7.7% |
| 1Y | -11.7% | +13.9% | -25.6% | -15.8% |
| 3Y | -26.5% | -35.8% | +9.3% | -19.4% |
| 5Y | -32.2% | -28.4% | -3.8% | -28.2% |
| 10Y | +10.2% | +7.1% | +3.1% | +4.5% |
| All | +30.1% | +10,950.7% | -10,920.6% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling