+659.1%
STT vs MOH
+1,286.6%
-627.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +1.0% | -4.2% | +5.2% | +2.0% |
| 30D | +2.8% | -2.4% | +5.2% | +3.3% |
| 3M | +18.1% | -4.4% | +22.5% | +18.7% |
| 6M | +59.2% | +32.9% | +26.3% | +47.2% |
| YTD | +51.5% | +11.9% | +39.6% | +43.1% |
| 1Y | +75.7% | +6.9% | +68.7% | +66.2% |
| 3Y | +200.8% | -39.4% | +240.2% | +208.6% |
| 5Y | +155.8% | -25.0% | +180.7% | +144.4% |
| 10Y | +266.4% | +244.9% | +21.5% | +118.2% |
| All | +659.1% | +1,286.6% | -627.5% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling