-35.2%
MOD vs STLD
+45.5%
-80.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.3% | +5.4% |
| 7D | -25.5% | -11.1% | -14.4% | -18.4% |
| 30D | -49.0% | -4.8% | -44.2% | -46.5% |
| 3M | -49.8% | -14.6% | -35.3% | -43.6% |
| 6M | -64.8% | -7.4% | -57.4% | -63.9% |
| YTD | -27.6% | +32.6% | -60.2% | -49.2% |
| 1Y | -35.2% | +47.3% | -82.5% | -58.1% |
| All | -35.2% | +45.5% | -80.7% | -58.1% |
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