+713.8%
MOD vs STZ
-27.7%
+741.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.6% | -7.2% |
| 7D | -34.2% | +11.8% | -45.9% | -35.6% |
| 30D | -51.9% | +26.0% | -77.8% | -54.4% |
| 3M | -53.0% | +11.5% | -64.6% | -54.3% |
| 6M | -66.4% | -2.0% | -64.4% | -66.3% |
| YTD | -31.5% | +7.9% | -39.4% | -34.1% |
| 1Y | -39.6% | +13.9% | -53.5% | -42.8% |
| 3Y | +116.8% | -35.8% | +152.7% | +144.3% |
| 5Y | +713.8% | -28.4% | +742.2% | +687.9% |
| All | +713.8% | -27.7% | +741.5% | +687.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling