+839.8%
MOD vs STZ
+12.8%
+827.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.8% |
| 7D | +8.2% | -0.9% | +9.2% | +8.6% |
| 30D | -38.2% | +14.9% | -53.1% | -42.2% |
| 3M | -46.2% | +8.4% | -54.6% | -48.9% |
| 6M | -62.5% | +2.8% | -65.4% | -64.0% |
| YTD | -20.1% | +7.5% | -27.6% | -25.6% |
| 1Y | -29.7% | +12.5% | -42.2% | -35.9% |
| 3Y | +136.2% | -35.4% | +171.6% | +169.0% |
| 5Y | +820.4% | -29.3% | +849.7% | +889.9% |
| 10Y | +839.8% | +11.8% | +828.0% | +829.7% |
| All | +839.8% | +12.8% | +827.0% | +829.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling