+8,757.3%
STX vs MOS
+168.4%
+8,588.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +3.3% | -19.5% | -17.2% |
| 7D | -33.4% | +22.5% | -55.9% | -38.0% |
| 30D | -42.1% | +6.6% | -48.7% | -44.0% |
| 3M | -44.3% | -3.8% | -40.5% | -44.7% |
| 6M | -39.4% | -2.2% | -37.2% | -40.5% |
| YTD | +70.0% | -4.8% | +74.7% | +65.3% |
| 1Y | +70.2% | -11.7% | +81.9% | +68.4% |
| 3Y | +585.2% | -26.5% | +611.7% | +594.6% |
| 5Y | +455.7% | -32.2% | +487.9% | +447.3% |
| 10Y | +2,007.9% | +10.2% | +1,997.7% | +1,451.9% |
| All | +8,757.3% | +168.4% | +8,588.9% | +3,588.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling