+239.2%
STRL vs MOS
-26.6%
+265.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.3% | +3.5% |
| 7D | -26.9% | +21.6% | -48.5% | -28.9% |
| 30D | -52.7% | +12.0% | -64.6% | -53.2% |
| 3M | -52.8% | -3.9% | -49.0% | -52.1% |
| 6M | -71.5% | -3.3% | -68.2% | -71.2% |
| YTD | -17.4% | -4.6% | -12.8% | -17.4% |
| 1Y | -35.0% | -7.0% | -28.0% | -34.8% |
| 3Y | +239.2% | -24.4% | +263.6% | +222.5% |
| All | +239.2% | -26.6% | +265.8% | +222.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling