+392.6%
STM vs MOD
+911.6%
-519.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.7% | -1.3% | +2.9% |
| 7D | -10.7% | -25.5% | +14.8% | -3.7% |
| 30D | -25.7% | -49.0% | +23.3% | -11.3% |
| 3M | -21.6% | -49.8% | +28.3% | -6.4% |
| 6M | -27.8% | -64.8% | +37.0% | -5.4% |
| YTD | +61.8% | -27.6% | +89.4% | +74.7% |
| 1Y | +78.1% | -35.2% | +113.3% | +95.6% |
| 3Y | +4.9% | +137.1% | -132.2% | -23.2% |
| 5Y | -14.3% | +760.3% | -774.5% | -56.7% |
| All | +392.6% | +911.6% | -519.0% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling