+1,883.6%
STX vs MOS
+8.6%
+1,875.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -28.5% | +21.6% | -50.1% | -32.2% |
| 30D | -42.9% | +12.0% | -54.9% | -44.9% |
| 3M | -45.9% | -3.9% | -42.0% | -46.1% |
| 6M | -41.3% | -3.3% | -38.0% | -41.9% |
| YTD | +67.9% | -4.6% | +72.6% | +64.5% |
| 1Y | +66.5% | -7.0% | +73.5% | +63.4% |
| 3Y | +588.0% | -24.4% | +612.4% | +593.3% |
| 5Y | +449.1% | -32.1% | +481.2% | +445.7% |
| All | +1,883.6% | +8.6% | +1,875.0% | +1,559.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling