+19,359.6%
STRL vs MOS
+80.0%
+19,279.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.4% | +4.3% | +5.4% |
| 7D | +3.4% | +9.5% | -6.1% | +1.1% |
| 30D | -9.2% | +10.4% | -19.7% | -11.7% |
| 3M | -51.0% | +12.9% | -63.9% | -52.9% |
| 6M | +15.8% | +1.2% | +14.5% | +13.9% |
| YTD | +58.9% | +9.3% | +49.6% | +52.8% |
| 1Y | +68.5% | -18.0% | +86.5% | +72.6% |
| 3Y | +485.2% | -29.0% | +514.2% | +505.5% |
| 5Y | +2,005.1% | -9.6% | +2,014.7% | +1,873.9% |
| 10Y | +7,118.0% | +6.1% | +7,111.9% | +6,029.9% |
| All | +19,359.6% | +80.0% | +19,279.6% | +14,619.1% |
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