-29.7%
MOD vs STT
+48.7%
-78.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +1.7% |
| 7D | +8.2% | +0.4% | +7.8% | +7.9% |
| 30D | -38.2% | -0.4% | -37.7% | -37.8% |
| 3M | -46.2% | -6.5% | -39.7% | -41.9% |
| 6M | -62.5% | +17.2% | -79.7% | -69.0% |
| YTD | -20.1% | +38.2% | -58.3% | -49.1% |
| 1Y | -29.7% | +49.3% | -79.0% | -60.4% |
| All | -29.7% | +48.7% | -78.4% | -60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling