+11,246.4%
STRL vs MOD
+1,445.0%
+9,801.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -21.4% | 0.0% | -15.4% |
| 7D | -27.1% | -31.3% | +4.3% | -18.3% |
| 30D | -45.8% | -46.1% | +0.3% | -34.8% |
| 3M | -47.6% | -51.1% | +3.5% | -35.4% |
| 6M | -46.4% | -62.1% | +15.6% | -28.3% |
| YTD | -7.4% | -26.2% | +18.8% | +3.9% |
| 1Y | -25.9% | -32.6% | +6.7% | -14.7% |
| 3Y | +273.4% | +133.8% | +139.6% | +218.4% |
| 5Y | +944.4% | +792.8% | +151.6% | +538.7% |
| 10Y | +4,023.0% | +959.8% | +3,063.2% | +2,064.6% |
| All | +11,246.4% | +1,445.0% | +9,801.4% | +3,269.3% |
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