+78.1%
STM vs MOD
-37.3%
+115.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.7% | -1.3% | +2.2% |
| 7D | -10.7% | -25.5% | +14.8% | -1.1% |
| 30D | -25.7% | -49.0% | +23.3% | -5.5% |
| 3M | -21.6% | -49.8% | +28.3% | -0.3% |
| 6M | -27.8% | -64.8% | +37.0% | +3.8% |
| YTD | +61.8% | -27.6% | +89.4% | +119.1% |
| 1Y | +78.1% | -35.2% | +113.3% | +143.4% |
| All | +78.1% | -37.3% | +115.4% | +143.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling