+1,986.1%
STM vs MOS
+73.2%
+1,912.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +17.4% | -23.4% | -11.4% |
| 7D | -6.0% | +17.9% | -24.0% | -11.6% |
| 30D | -20.9% | +1.6% | -22.5% | -22.1% |
| 3M | -15.8% | -4.0% | -11.8% | -16.0% |
| 6M | -17.0% | -4.1% | -12.9% | -17.6% |
| YTD | +76.8% | -7.8% | +84.6% | +75.8% |
| 1Y | +96.5% | -15.6% | +112.1% | +99.9% |
| 3Y | +14.0% | -28.9% | +42.8% | +19.3% |
| 5Y | -5.8% | -36.8% | +31.0% | -3.4% |
| 10Y | +461.9% | +6.7% | +455.2% | +332.7% |
| All | +1,986.1% | +73.2% | +1,912.9% | +1,118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling