-17.9%
STM vs MOS
-31.6%
+13.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +3.3% | -15.7% | -13.2% |
| 7D | -20.1% | +22.5% | -42.6% | -24.9% |
| 30D | -32.0% | +6.6% | -38.6% | -33.6% |
| 3M | -24.2% | -3.8% | -20.4% | -24.2% |
| 6M | -29.9% | -2.2% | -27.7% | -30.6% |
| YTD | +54.9% | -4.8% | +59.7% | +52.9% |
| 1Y | +68.0% | -11.7% | +79.7% | +68.9% |
| 3Y | -0.1% | -26.5% | +26.4% | +2.1% |
| 5Y | -17.9% | -32.2% | +14.3% | -21.8% |
| All | -17.9% | -31.6% | +13.7% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling