+11,246.4%
STRL vs MOS
+51.9%
+11,194.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +17.4% | -38.8% | -25.5% |
| 7D | -27.1% | +17.9% | -45.0% | -31.0% |
| 30D | -45.8% | +1.6% | -47.3% | -46.9% |
| 3M | -47.6% | -4.0% | -43.6% | -48.3% |
| 6M | -46.4% | -4.1% | -42.3% | -47.3% |
| YTD | -7.4% | -7.8% | +0.4% | -8.8% |
| 1Y | -25.9% | -15.6% | -10.3% | -25.8% |
| 3Y | +273.4% | -28.9% | +302.3% | +280.5% |
| 5Y | +944.4% | -36.8% | +981.2% | +951.0% |
| 10Y | +4,023.0% | +6.7% | +4,016.3% | +3,369.1% |
| All | +11,246.4% | +51.9% | +11,194.5% | +8,679.3% |
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