+137.1%
MOD vs STT
+165.4%
-28.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.5% |
| 7D | -25.5% | -2.5% | -23.1% | -24.0% |
| 30D | -49.0% | -5.0% | -44.0% | -46.4% |
| 3M | -49.8% | -10.5% | -39.3% | -44.1% |
| 6M | -64.8% | +10.0% | -74.8% | -67.8% |
| YTD | -27.6% | +30.7% | -58.3% | -44.3% |
| 1Y | -35.2% | +43.8% | -79.0% | -54.1% |
| 3Y | +137.1% | +168.1% | -30.9% | +0.3% |
| All | +137.1% | +165.4% | -28.2% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling