+3,988.2%
STRL vs MOS
+6.2%
+3,982.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.8% | +13.1% | +14.4% |
| 7D | -13.3% | +19.7% | -33.0% | -20.2% |
| 30D | -43.3% | +21.5% | -64.8% | -48.2% |
| 3M | -46.9% | -0.4% | -46.4% | -48.3% |
| 6M | -65.6% | +4.5% | -70.1% | -67.5% |
| YTD | -5.1% | -2.9% | -2.2% | -9.2% |
| 1Y | -23.1% | -7.7% | -15.4% | -25.6% |
| 3Y | +346.8% | -25.6% | +372.5% | +348.1% |
| 5Y | +907.2% | -31.2% | +938.3% | +835.6% |
| 10Y | +3,988.2% | +2.8% | +3,985.4% | +2,657.6% |
| All | +3,988.2% | +6.2% | +3,982.0% | +2,657.6% |
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