+1,184.4%
STX vs MOS
-29.5%
+1,213.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.9% | +6.1% |
| 7D | +2.4% | +9.5% | -7.2% | +0.8% |
| 30D | +1.4% | +10.4% | -9.0% | -0.4% |
| 3M | -8.2% | +12.9% | -21.1% | -10.6% |
| 6M | +127.0% | +1.2% | +125.8% | +123.7% |
| YTD | +209.1% | +9.3% | +199.8% | +197.0% |
| 1Y | +365.4% | -18.0% | +383.4% | +376.0% |
| All | +1,184.4% | -29.5% | +1,213.8% | +1,241.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling