+1,727.7%
STM vs MOD
+387.3%
+1,340.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -7.3% | -5.1% | -10.2% |
| 7D | -20.1% | -34.2% | +14.1% | -10.0% |
| 30D | -32.0% | -51.9% | +19.9% | -15.9% |
| 3M | -24.2% | -53.0% | +28.9% | -6.2% |
| 6M | -29.9% | -66.4% | +36.4% | -4.5% |
| YTD | +54.9% | -31.5% | +86.4% | +68.6% |
| 1Y | +68.0% | -39.6% | +107.5% | +87.2% |
| 3Y | -0.1% | +116.8% | -117.0% | -30.2% |
| 5Y | -17.9% | +713.8% | -731.7% | -63.5% |
| 10Y | +392.2% | +882.7% | -490.4% | +66.3% |
| All | +1,727.7% | +387.3% | +1,340.4% | +405.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling