+1,535.8%
MOD vs STLA
+51.8%
+1,484.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.6% |
| 7D | +9.6% | +2.6% | +7.0% | +8.1% |
| 30D | 0.0% | -1.2% | +1.3% | +0.1% |
| 3M | -35.4% | -24.8% | -10.6% | -26.1% |
| 6M | -7.3% | -25.6% | +18.3% | +5.9% |
| YTD | +45.8% | -48.9% | +94.7% | +96.2% |
| 1Y | +43.1% | -38.8% | +81.9% | +70.1% |
| 3Y | +297.7% | -64.5% | +362.2% | +511.1% |
| 5Y | +1,478.8% | -62.4% | +1,541.2% | +2,177.2% |
| All | +1,535.8% | +51.8% | +1,484.0% | +985.8% |
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