+3,541.4%
STRL vs MOD
+857.0%
+2,684.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -7.3% | -6.6% | -10.7% |
| 7D | -34.6% | -34.2% | -0.5% | -20.6% |
| 30D | -56.7% | -51.9% | -4.8% | -39.6% |
| 3M | -54.4% | -53.0% | -1.4% | -36.1% |
| 6M | -69.7% | -66.4% | -3.3% | -50.7% |
| YTD | -20.2% | -31.5% | +11.3% | -2.0% |
| 1Y | -40.6% | -39.6% | -1.0% | -23.4% |
| 3Y | +221.7% | +116.8% | +104.8% | +165.7% |
| 5Y | +799.0% | +713.8% | +85.2% | +370.7% |
| All | +3,541.4% | +857.0% | +2,684.5% | +1,435.3% |
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 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