+1,604.6%
MOD vs STT
+267.1%
+1,337.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +9.6% | +0.5% | +9.1% | +9.2% |
| 30D | 0.0% | +3.9% | -3.8% | -2.8% |
| 3M | -35.4% | +20.0% | -55.3% | -43.4% |
| 6M | -7.3% | +55.3% | -62.6% | -32.2% |
| YTD | +45.8% | +53.3% | -7.5% | +7.4% |
| 1Y | +43.1% | +74.7% | -31.6% | -3.8% |
| 3Y | +297.7% | +205.8% | +91.8% | +81.4% |
| 5Y | +1,478.8% | +145.0% | +1,333.7% | +700.1% |
| All | +1,604.6% | +267.1% | +1,337.5% | +478.7% |
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