+906.4%
MOD vs STT
+204.5%
+701.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | -25.5% | -2.5% | -23.1% | -24.4% |
| 30D | -49.0% | -5.0% | -44.0% | -47.1% |
| 3M | -49.8% | -10.5% | -39.3% | -45.6% |
| 6M | -64.8% | +10.0% | -74.8% | -67.0% |
| YTD | -27.6% | +30.7% | -58.3% | -40.0% |
| 1Y | -35.2% | +43.8% | -79.0% | -49.6% |
| 3Y | +137.1% | +168.1% | -30.9% | +20.0% |
| 5Y | +760.3% | +101.4% | +658.9% | +405.4% |
| All | +906.4% | +204.5% | +701.8% | +322.6% |
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