+7,161.0%
STRL vs MOS
+5.8%
+7,155.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.4% | +4.3% | +5.3% |
| 7D | +3.4% | +9.5% | -6.1% | +0.1% |
| 30D | -9.2% | +10.4% | -19.7% | -12.8% |
| 3M | -51.0% | +12.9% | -63.9% | -53.8% |
| 6M | +15.8% | +1.2% | +14.5% | +12.7% |
| YTD | +58.9% | +9.3% | +49.6% | +49.4% |
| 1Y | +68.5% | -18.0% | +86.5% | +74.3% |
| 3Y | +485.2% | -29.0% | +514.2% | +512.2% |
| 5Y | +2,005.1% | -9.6% | +2,014.7% | +1,683.8% |
| All | +7,161.0% | +5.8% | +7,155.2% | +5,379.8% |
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 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