+1,064.5%
MOD vs STT
+198.3%
+866.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.1% | +28.0% | +28.0% |
| 7D | +40.4% | +4.8% | +35.7% | +35.9% |
| 30D | -14.0% | +3.9% | -17.9% | -16.4% |
| 3M | -33.3% | -8.2% | -25.2% | -29.0% |
| 6M | -51.4% | +15.6% | -67.0% | -56.1% |
| YTD | +1.6% | +37.6% | -36.0% | -18.8% |
| 1Y | +5.4% | +50.1% | -44.7% | -20.7% |
| 3Y | +191.0% | +183.1% | +7.9% | +41.8% |
| 5Y | +1,093.1% | +104.8% | +988.3% | +593.1% |
| All | +1,064.5% | +198.3% | +866.2% | +395.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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