+966.8%
MOD vs STT
+211.9%
+755.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.2% | +6.7% | +7.5% |
| 7D | -13.9% | +0.9% | -14.9% | -14.7% |
| 30D | -41.5% | -2.3% | -39.2% | -40.4% |
| 3M | -45.7% | -7.0% | -38.7% | -42.7% |
| 6M | -61.1% | +15.5% | -76.6% | -64.8% |
| YTD | -20.5% | +35.6% | -56.1% | -35.8% |
| 1Y | -32.1% | +47.9% | -80.0% | -48.2% |
| 3Y | +146.5% | +181.1% | -34.6% | +20.7% |
| 5Y | +812.7% | +108.2% | +704.5% | +424.1% |
| 10Y | +966.8% | +201.0% | +765.8% | +348.2% |
| All | +966.8% | +211.9% | +755.0% | +348.2% |
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