+839.8%
MOD vs STLA
+0.5%
+839.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +5.3% |
| 7D | +8.2% | -11.6% | +19.8% | +15.2% |
| 30D | -38.2% | -6.2% | -32.0% | -36.9% |
| 3M | -46.2% | -24.6% | -21.6% | -39.2% |
| 6M | -62.5% | -44.9% | -17.6% | -50.6% |
| YTD | -20.1% | -62.3% | +42.2% | +23.5% |
| 1Y | -29.7% | -61.8% | +32.1% | +7.6% |
| 3Y | +136.2% | -75.3% | +211.5% | +333.6% |
| 5Y | +820.4% | -72.5% | +892.9% | +1,436.8% |
| 10Y | +839.8% | +0.8% | +839.1% | +745.5% |
| All | +839.8% | +0.5% | +839.3% | +745.5% |
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