+1,604.6%
MOD vs STLD
+1,105.0%
+499.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.3% |
| 7D | +9.6% | +3.1% | +6.4% | +7.3% |
| 30D | 0.0% | -9.0% | +9.0% | +5.2% |
| 3M | -35.4% | -12.4% | -23.0% | -31.0% |
| 6M | -7.3% | +25.5% | -32.8% | -19.6% |
| YTD | +45.8% | +43.6% | +2.2% | +16.8% |
| 1Y | +43.1% | +87.2% | -44.0% | -2.1% |
| 3Y | +297.7% | +135.2% | +162.4% | +137.7% |
| 5Y | +1,478.8% | +290.9% | +1,187.9% | +570.2% |
| All | +1,604.6% | +1,105.0% | +499.5% | +261.9% |
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