+461.8%
STM vs MOD
+822.6%
-360.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | +16.3% | +16.1% | +0.2% | +11.6% |
| 30D | -6.3% | -38.5% | +32.2% | +6.5% |
| 3M | -14.1% | -46.8% | +32.7% | +1.0% |
| 6M | -19.6% | -61.6% | +42.0% | +3.0% |
| YTD | +80.1% | -20.5% | +100.7% | +89.7% |
| 1Y | +95.4% | -28.0% | +123.4% | +108.8% |
| 3Y | +14.7% | +134.9% | -120.3% | -16.2% |
| 5Y | -5.4% | +833.2% | -838.6% | -53.6% |
| All | +461.8% | +822.6% | -360.8% | +159.4% |
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