-29.7%
MOD vs STLA
-61.0%
+31.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +4.1% |
| 7D | +8.2% | -11.6% | +19.8% | +10.7% |
| 30D | -38.2% | -6.2% | -32.0% | -37.7% |
| 3M | -46.2% | -24.6% | -21.6% | -43.5% |
| 6M | -62.5% | -44.9% | -17.6% | -57.7% |
| YTD | -20.1% | -62.3% | +42.2% | -4.1% |
| 1Y | -29.7% | -61.8% | +32.1% | -16.4% |
| All | -29.7% | -61.0% | +31.4% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling