+852.0%
MOD vs STT
+203.9%
+648.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.7% | -2.6% | -3.8% |
| 7D | -34.2% | -4.9% | -29.2% | -31.8% |
| 30D | -51.9% | -6.0% | -45.9% | -49.7% |
| 3M | -53.0% | -11.7% | -41.4% | -48.6% |
| 6M | -66.4% | +11.7% | -78.0% | -68.8% |
| YTD | -31.5% | +30.4% | -62.0% | -43.2% |
| 1Y | -39.6% | +43.9% | -83.5% | -53.0% |
| 3Y | +116.8% | +165.4% | -48.6% | +10.5% |
| 5Y | +713.8% | +101.0% | +612.8% | +378.7% |
| All | +852.0% | +203.9% | +648.1% | +300.3% |
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