+886.3%
MOD vs STLD
+804.7%
+81.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.8% | -6.7% | -5.1% |
| 7D | -17.8% | -4.7% | -13.2% | -15.1% |
| 30D | -43.2% | -0.9% | -42.3% | -42.6% |
| 3M | -46.0% | -11.9% | -34.2% | -42.0% |
| 6M | -62.2% | +0.9% | -63.1% | -62.8% |
| YTD | -22.8% | +40.4% | -63.2% | -37.3% |
| 1Y | -35.5% | +56.6% | -92.0% | -50.8% |
| 3Y | +128.2% | +125.5% | +2.8% | +40.0% |
| 5Y | +791.6% | +292.8% | +498.8% | +279.6% |
| 10Y | +886.3% | +787.1% | +99.2% | +170.7% |
| All | +886.3% | +804.7% | +81.6% | +170.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling