+124.3%
MOD vs STZ
-36.0%
+160.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.6% | -7.3% |
| 7D | -34.2% | +11.8% | -45.9% | -33.9% |
| 30D | -51.9% | +26.0% | -77.8% | -52.0% |
| 3M | -53.0% | +11.5% | -64.6% | -52.9% |
| 6M | -66.4% | -2.0% | -64.4% | -65.8% |
| YTD | -31.5% | +7.9% | -39.4% | -31.6% |
| 1Y | -39.6% | +13.9% | -53.5% | -39.9% |
| All | +124.3% | -36.0% | +160.4% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling