+915.3%
STRL vs MOD
+796.3%
+119.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +1.3% |
| 7D | -19.8% | -17.8% | -2.0% | -9.3% |
| 30D | -43.6% | -43.2% | -0.3% | -21.5% |
| 3M | -45.2% | -46.0% | +0.8% | -22.2% |
| 6M | -65.7% | -62.2% | -3.5% | -40.9% |
| YTD | -5.4% | -22.8% | +17.4% | +14.1% |
| 1Y | -24.7% | -35.5% | +10.8% | -1.0% |
| 3Y | +335.0% | +128.2% | +206.8% | +233.5% |
| 5Y | +915.3% | +791.6% | +123.7% | +373.2% |
| All | +915.3% | +796.3% | +119.0% | +373.2% |
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