+3,667.9%
STRL vs MOD
+1,079.7%
+2,588.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +27.9% | -30.9% | -15.1% |
| 7D | +15.7% | +40.4% | -24.8% | -2.5% |
| 30D | -35.5% | -14.0% | -21.5% | -31.8% |
| 3M | -47.1% | -33.3% | -13.8% | -37.9% |
| 6M | -65.8% | -51.4% | -14.4% | -53.8% |
| YTD | -4.5% | +1.6% | -6.1% | -3.5% |
| 1Y | -10.5% | +5.4% | -15.9% | -10.9% |
| 3Y | +340.6% | +191.0% | +149.6% | +210.4% |
| 5Y | +911.0% | +1,093.1% | -182.1% | +339.7% |
| All | +3,667.9% | +1,079.7% | +2,588.3% | +1,366.9% |
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