+124.3%
MOD vs STLA
-74.0%
+198.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.5% | -2.8% | -5.7% |
| 7D | -34.2% | -5.5% | -28.6% | -33.1% |
| 30D | -51.9% | -3.7% | -48.2% | -51.5% |
| 3M | -53.0% | -21.1% | -31.9% | -49.5% |
| 6M | -66.4% | -38.3% | -28.0% | -60.5% |
| YTD | -31.5% | -59.2% | +27.7% | -8.2% |
| 1Y | -39.6% | -56.7% | +17.1% | -21.4% |
| All | +124.3% | -74.0% | +198.3% | +241.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling