+19,359.6%
STRL vs MOD
+3,079.2%
+16,280.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.3% | +1.4% | +4.6% |
| 7D | +3.4% | +9.6% | -6.2% | +0.8% |
| 30D | -9.2% | 0.0% | -9.3% | -9.1% |
| 3M | -51.0% | -35.4% | -15.7% | -44.2% |
| 6M | +15.8% | -7.3% | +23.0% | +20.6% |
| YTD | +58.9% | +45.8% | +13.1% | +46.1% |
| 1Y | +68.5% | +43.1% | +25.4% | +56.1% |
| 3Y | +485.2% | +297.7% | +187.5% | +322.7% |
| 5Y | +2,005.1% | +1,478.8% | +526.4% | +978.8% |
| 10Y | +7,118.0% | +1,633.4% | +5,484.6% | +3,117.5% |
| All | +19,359.6% | +3,079.2% | +16,280.4% | +4,613.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling