+2,022.6%
STRL vs MOD
+1,486.5%
+536.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.3% | +1.4% | +3.4% |
| 7D | +3.4% | +9.6% | -6.2% | -1.6% |
| 30D | -9.2% | 0.0% | -9.3% | -9.1% |
| 3M | -51.0% | -35.4% | -15.7% | -37.7% |
| 6M | +15.8% | -7.3% | +23.0% | +23.6% |
| YTD | +58.9% | +45.8% | +13.1% | +34.1% |
| 1Y | +68.5% | +43.1% | +25.4% | +43.2% |
| 3Y | +485.2% | +297.7% | +187.5% | +223.5% |
| All | +2,022.6% | +1,486.5% | +536.1% | +573.2% |
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