-5.7%
STM vs MOD
+796.3%
-802.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +1.3% |
| 7D | -7.9% | -17.8% | +9.9% | -2.7% |
| 30D | -14.1% | -43.2% | +29.1% | +1.4% |
| 3M | -17.6% | -46.0% | +28.4% | -1.8% |
| 6M | -24.2% | -62.2% | +38.0% | +0.3% |
| YTD | +73.3% | -22.8% | +96.1% | +87.0% |
| 1Y | +90.1% | -35.5% | +125.6% | +112.9% |
| 3Y | +10.3% | +128.2% | -117.9% | -23.3% |
| 5Y | -5.7% | +791.6% | -797.3% | -62.1% |
| All | -5.7% | +796.3% | -802.0% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling