+137.1%
MOD vs STZ
-37.2%
+174.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +5.6% |
| 7D | -25.5% | +4.9% | -30.5% | -25.3% |
| 30D | -49.0% | +20.9% | -69.9% | -49.2% |
| 3M | -49.8% | +8.0% | -57.8% | -49.6% |
| 6M | -64.8% | -5.3% | -59.5% | -64.1% |
| YTD | -27.6% | +5.9% | -33.6% | -27.8% |
| 1Y | -35.2% | +14.2% | -49.4% | -35.8% |
| 3Y | +137.1% | -37.0% | +174.1% | +146.7% |
| All | +137.1% | -37.2% | +174.3% | +146.7% |
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 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