+1,907.8%
STX vs MOS
-1.0%
+1,908.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | -17.3% | +24.8% | -42.1% | -22.0% |
| 30D | -35.9% | +22.7% | -58.6% | -39.5% |
| 3M | -37.3% | -1.2% | -36.1% | -37.9% |
| 6M | -35.8% | +5.5% | -41.4% | -37.7% |
| YTD | +82.7% | -2.0% | +84.7% | +77.9% |
| 1Y | +71.6% | -7.9% | +79.6% | +69.1% |
| 3Y | +635.3% | -25.0% | +660.2% | +643.4% |
| 5Y | +483.8% | -27.7% | +511.5% | +471.8% |
| All | +1,907.8% | -1.0% | +1,908.8% | +1,576.9% |
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