+596.2%
STX vs MOS
-26.7%
+623.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +3.3% | -19.5% | -16.6% |
| 7D | -33.4% | +22.5% | -55.9% | -35.3% |
| 30D | -42.1% | +6.6% | -48.7% | -42.5% |
| 3M | -44.3% | -3.8% | -40.5% | -43.8% |
| 6M | -39.4% | -2.2% | -37.2% | -39.4% |
| YTD | +70.0% | -4.8% | +74.7% | +67.7% |
| 1Y | +70.2% | -11.7% | +81.9% | +70.2% |
| All | +596.2% | -26.7% | +623.0% | +593.9% |
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 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