+2,022.4%
MOD vs STZ
+9,621.1%
-7,598.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | +9.6% | -1.9% | +11.5% | +10.3% |
| 30D | 0.0% | -1.9% | +1.9% | +0.4% |
| 3M | -35.4% | -6.2% | -29.1% | -34.5% |
| 6M | -7.3% | -14.0% | +6.7% | -3.8% |
| YTD | +45.8% | -5.1% | +50.9% | +45.8% |
| 1Y | +43.1% | -9.6% | +52.7% | +45.0% |
| 3Y | +297.7% | -47.2% | +344.9% | +369.4% |
| 5Y | +1,478.8% | -33.6% | +1,512.3% | +1,625.5% |
| 10Y | +1,633.4% | -9.8% | +1,643.2% | +1,600.7% |
| All | +2,022.4% | +9,621.1% | -7,598.7% | +709.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling