+673.8%
STX vs MOS
-28.2%
+702.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | +14.6% | -2.0% | +16.6% | +14.8% |
| 30D | -26.0% | +15.3% | -41.3% | -27.5% |
| 3M | -42.6% | +1.5% | -44.1% | -42.7% |
| 6M | -35.3% | -2.0% | -33.3% | -35.3% |
| YTD | +92.5% | -6.5% | +99.0% | +90.3% |
| 1Y | +102.4% | -11.1% | +113.4% | +101.6% |
| 3Y | +673.8% | -30.3% | +704.1% | +683.4% |
| All | +673.8% | -28.2% | +702.0% | +683.4% |
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