+264.3%
STT vs MOH
+264.4%
-0.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.8% |
| 7D | -0.4% | +1.7% | -2.2% | -0.7% |
| 30D | +1.7% | -0.9% | +2.6% | +1.8% |
| 3M | +17.9% | +5.7% | +12.2% | +16.3% |
| 6M | +55.3% | +39.1% | +16.2% | +45.5% |
| YTD | +52.7% | +17.7% | +35.0% | +45.3% |
| 1Y | +75.7% | +8.4% | +67.3% | +68.6% |
| 3Y | +197.9% | -36.6% | +234.5% | +203.1% |
| 5Y | +158.8% | -19.1% | +177.8% | +144.2% |
| All | +264.3% | +264.4% | -0.1% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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