+1,673.7%
MOD vs STT
+6,570.9%
-4,897.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.2% | -23.6% | -22.5% |
| 7D | -31.3% | -0.1% | -31.3% | -31.5% |
| 30D | -46.1% | -1.7% | -44.4% | -45.7% |
| 3M | -51.1% | -6.4% | -44.8% | -49.6% |
| 6M | -62.1% | +17.7% | -79.7% | -64.8% |
| YTD | -26.2% | +36.9% | -63.1% | -36.0% |
| 1Y | -32.6% | +52.0% | -84.6% | -44.2% |
| 3Y | +133.8% | +178.6% | -44.7% | +47.5% |
| 5Y | +792.8% | +109.1% | +683.7% | +531.5% |
| 10Y | +959.8% | +226.1% | +733.7% | +512.7% |
| All | +1,673.7% | +6,570.9% | -4,897.1% | +442.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling