-35.5%
MOD vs STZ
+17.1%
-52.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -17.8% | +5.3% | -23.2% | -16.3% |
| 30D | -43.2% | +19.6% | -62.8% | -41.1% |
| 3M | -46.0% | +10.0% | -56.0% | -44.1% |
| 6M | -62.2% | -0.3% | -62.0% | -60.4% |
| YTD | -22.8% | +8.6% | -31.4% | -24.9% |
| 1Y | -35.5% | +16.6% | -52.1% | -32.3% |
| All | -35.5% | +17.1% | -52.5% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling