+799.0%
STRL vs MOD
+720.4%
+78.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -7.3% | -6.6% | -9.8% |
| 7D | -34.6% | -34.2% | -0.5% | -16.4% |
| 30D | -56.7% | -51.9% | -4.8% | -34.1% |
| 3M | -54.4% | -53.0% | -1.4% | -30.2% |
| 6M | -69.7% | -66.4% | -3.3% | -44.2% |
| YTD | -20.2% | -31.5% | +11.3% | +2.7% |
| 1Y | -40.6% | -39.6% | -1.0% | -18.8% |
| 3Y | +221.7% | +116.8% | +104.8% | +156.1% |
| 5Y | +799.0% | +713.8% | +85.2% | +339.0% |
| All | +799.0% | +720.4% | +78.6% | +339.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling