-17.9%
STM vs MOD
+720.4%
-738.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -7.3% | -5.1% | -10.1% |
| 7D | -20.1% | -34.2% | +14.1% | -9.6% |
| 30D | -32.0% | -51.9% | +19.9% | -15.4% |
| 3M | -24.2% | -53.0% | +28.9% | -5.6% |
| 6M | -29.9% | -66.4% | +36.4% | -3.8% |
| YTD | +54.9% | -31.5% | +86.4% | +73.4% |
| 1Y | +68.0% | -39.6% | +107.5% | +92.2% |
| 3Y | -0.1% | +116.8% | -117.0% | -29.5% |
| 5Y | -17.9% | +713.8% | -731.7% | -66.0% |
| All | -17.9% | +720.4% | -738.3% | -66.0% |
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 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