+906.4%
MOD vs STZ
+3.4%
+903.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.3% |
| 7D | -25.5% | +4.9% | -30.5% | -27.4% |
| 30D | -49.0% | +20.9% | -69.9% | -53.4% |
| 3M | -49.8% | +8.0% | -57.8% | -52.2% |
| 6M | -64.8% | -5.3% | -59.5% | -64.9% |
| YTD | -27.6% | +5.9% | -33.6% | -32.2% |
| 1Y | -35.2% | +14.2% | -49.4% | -41.4% |
| 3Y | +137.1% | -37.0% | +174.1% | +172.2% |
| 5Y | +760.3% | -29.7% | +790.0% | +825.0% |
| All | +906.4% | +3.4% | +903.0% | +907.0% |
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