+1,544.7%
MOD vs STT
+6,256.2%
-4,711.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.7% | -2.6% | -5.0% |
| 7D | -34.2% | -4.9% | -29.2% | -32.6% |
| 30D | -51.9% | -6.0% | -45.9% | -50.4% |
| 3M | -53.0% | -11.7% | -41.4% | -50.1% |
| 6M | -66.4% | +11.7% | -78.0% | -67.9% |
| YTD | -31.5% | +30.4% | -62.0% | -39.2% |
| 1Y | -39.6% | +43.9% | -83.5% | -48.6% |
| 3Y | +116.8% | +165.4% | -48.6% | +40.1% |
| 5Y | +713.8% | +101.0% | +612.8% | +487.4% |
| 10Y | +882.7% | +210.7% | +672.0% | +482.0% |
| All | +1,544.7% | +6,256.2% | -4,711.5% | +415.5% |
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