+906.4%
MOD vs STLA
+18.3%
+888.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.8% |
| 7D | -25.5% | -4.5% | -21.0% | -24.3% |
| 30D | -49.0% | -3.9% | -45.1% | -48.5% |
| 3M | -49.8% | -20.2% | -29.6% | -44.9% |
| 6M | -64.8% | -42.2% | -22.6% | -54.7% |
| YTD | -27.6% | -59.3% | +31.7% | +7.8% |
| 1Y | -35.2% | -56.1% | +20.9% | -8.1% |
| 3Y | +137.1% | -73.7% | +210.8% | +321.4% |
| 5Y | +760.3% | -70.3% | +830.6% | +1,281.4% |
| All | +906.4% | +18.3% | +888.0% | +743.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling