+678.9%
STM vs MOS
+5.8%
+673.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.4% |
| 7D | +5.8% | +9.5% | -3.7% | +2.8% |
| 30D | -1.0% | +10.4% | -11.4% | -4.3% |
| 3M | -33.3% | +12.9% | -46.1% | -36.1% |
| 6M | +57.4% | +1.2% | +56.1% | +54.4% |
| YTD | +102.2% | +9.3% | +92.9% | +92.9% |
| 1Y | +99.6% | -18.0% | +117.6% | +107.2% |
| 3Y | +14.5% | -29.0% | +43.5% | +20.6% |
| 5Y | +21.4% | -9.6% | +31.0% | +10.2% |
| All | +678.9% | +5.8% | +673.1% | +511.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling