+9,673.6%
STRL vs MOS
+56.8%
+9,616.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +3.3% | -17.1% | -14.6% |
| 7D | -34.6% | +22.5% | -57.1% | -38.7% |
| 30D | -56.7% | +6.6% | -63.3% | -58.1% |
| 3M | -54.4% | -3.8% | -50.6% | -55.0% |
| 6M | -69.7% | -2.2% | -67.5% | -70.4% |
| YTD | -20.2% | -4.8% | -15.4% | -22.2% |
| 1Y | -40.6% | -11.7% | -28.9% | -41.2% |
| 3Y | +221.7% | -26.5% | +248.2% | +224.8% |
| 5Y | +799.0% | -32.2% | +831.2% | +788.6% |
| 10Y | +3,451.5% | +10.2% | +3,441.3% | +2,861.9% |
| All | +9,673.6% | +56.8% | +9,616.8% | +7,395.6% |
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 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