+422.5%
STM vs MOS
+6.2%
+416.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +4.9% | +6.2% |
| 7D | -5.6% | +19.7% | -25.2% | -11.6% |
| 30D | -14.4% | +21.5% | -35.9% | -20.3% |
| 3M | -20.5% | -0.4% | -20.0% | -21.6% |
| 6M | -24.5% | +4.5% | -29.0% | -27.0% |
| YTD | +72.7% | -2.9% | +75.6% | +68.8% |
| 1Y | +91.0% | -7.7% | +98.7% | +89.1% |
| 3Y | +13.5% | -25.6% | +39.2% | +16.9% |
| 5Y | -9.2% | -31.2% | +22.0% | -10.4% |
| 10Y | +422.5% | +2.8% | +419.7% | +290.1% |
| All | +422.5% | +6.2% | +416.4% | +290.1% |
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