+1,064.5%
MOD vs STLA
-4.1%
+1,068.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.0% | +28.9% | +28.4% |
| 7D | +40.4% | -13.8% | +54.2% | +50.9% |
| 30D | -14.0% | -10.5% | -3.5% | -10.4% |
| 3M | -33.3% | -28.9% | -4.5% | -22.5% |
| 6M | -51.4% | -49.7% | -1.7% | -32.9% |
| YTD | +1.6% | -64.9% | +66.5% | +63.0% |
| 1Y | +5.4% | -64.0% | +69.4% | +65.9% |
| 3Y | +191.0% | -77.4% | +268.4% | +460.0% |
| 5Y | +1,093.1% | -74.4% | +1,167.6% | +1,966.4% |
| All | +1,064.5% | -4.1% | +1,068.6% | +851.2% |
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