+646.2%
STX vs MOS
-24.9%
+671.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.8% | +8.0% | +9.6% |
| 7D | -14.8% | +19.7% | -34.4% | -16.7% |
| 30D | -35.4% | +21.5% | -56.9% | -37.1% |
| 3M | -37.7% | -0.4% | -37.3% | -37.4% |
| 6M | -35.2% | +4.5% | -39.8% | -35.8% |
| YTD | +84.4% | -2.9% | +87.3% | +81.6% |
| 1Y | +82.3% | -7.7% | +90.0% | +80.9% |
| 3Y | +646.2% | -25.6% | +671.9% | +648.3% |
| All | +646.2% | -24.9% | +671.1% | +648.3% |
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