+1,064.5%
MOD vs STZ
+13.4%
+1,051.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.7% | +27.2% | +27.6% |
| 7D | +40.4% | +2.6% | +37.9% | +39.3% |
| 30D | -14.0% | +15.2% | -29.2% | -19.6% |
| 3M | -33.3% | +7.6% | -41.0% | -36.4% |
| 6M | -51.4% | +5.3% | -56.7% | -53.7% |
| YTD | +1.6% | +8.6% | -7.0% | -5.7% |
| 1Y | +5.4% | +15.6% | -10.2% | -5.0% |
| 3Y | +191.0% | -35.2% | +226.2% | +231.6% |
| 5Y | +1,093.1% | -29.1% | +1,122.2% | +1,184.4% |
| All | +1,064.5% | +13.4% | +1,051.1% | +1,048.1% |
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