+7,161.0%
STRL vs MOD
+1,642.7%
+5,518.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.3% | +1.4% | +3.9% |
| 7D | +3.4% | +9.6% | -6.2% | -0.6% |
| 30D | -9.2% | 0.0% | -9.3% | -9.1% |
| 3M | -51.0% | -35.4% | -15.7% | -40.6% |
| 6M | +15.8% | -7.3% | +23.0% | +22.5% |
| YTD | +58.9% | +45.8% | +13.1% | +39.6% |
| 1Y | +68.5% | +43.1% | +25.4% | +49.2% |
| 3Y | +485.2% | +297.7% | +187.5% | +262.3% |
| 5Y | +2,005.1% | +1,478.8% | +526.4% | +713.2% |
| All | +7,161.0% | +1,642.7% | +5,518.3% | +2,205.7% |
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