-32.6%
MOD vs STLD
+59.7%
-92.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -3.0% | -18.4% | -19.2% |
| 7D | -31.3% | -3.9% | -27.4% | -29.0% |
| 30D | -46.1% | -0.4% | -45.7% | -45.5% |
| 3M | -51.1% | -9.2% | -41.9% | -47.5% |
| 6M | -62.1% | +5.0% | -67.0% | -65.0% |
| YTD | -26.2% | +42.8% | -69.0% | -51.1% |
| 1Y | -32.6% | +60.1% | -92.6% | -61.1% |
| All | -32.6% | +59.7% | -92.2% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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