+5.4%
MOD vs STT
+46.7%
-41.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.1% | +28.0% | +28.0% |
| 7D | +40.4% | +4.8% | +35.7% | +33.3% |
| 30D | -14.0% | +3.9% | -17.9% | -17.9% |
| 3M | -33.3% | -8.2% | -25.2% | -26.6% |
| 6M | -51.4% | +15.6% | -67.0% | -58.7% |
| YTD | +1.6% | +37.6% | -36.0% | -32.8% |
| 1Y | +5.4% | +50.1% | -44.7% | -40.7% |
| All | +5.4% | +46.7% | -41.3% | -40.7% |
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 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