-40.6%
STRL vs MOD
-37.4%
-3.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -7.3% | -6.6% | -8.3% |
| 7D | -34.6% | -34.2% | -0.5% | -9.4% |
| 30D | -56.7% | -51.9% | -4.8% | -24.5% |
| 3M | -54.4% | -53.0% | -1.4% | -20.1% |
| 6M | -69.7% | -66.4% | -3.3% | -32.8% |
| YTD | -20.2% | -31.5% | +11.3% | +18.3% |
| 1Y | -40.6% | -39.6% | -1.0% | -7.1% |
| All | -40.6% | -37.4% | -3.2% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling