+123.8%
STX vs MOD
-33.0%
+156.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -21.4% | +13.3% | +2.3% |
| 7D | -20.2% | -31.3% | +11.1% | -4.9% |
| 30D | -37.2% | -46.1% | +8.9% | -16.4% |
| 3M | -34.1% | -51.1% | +17.1% | -8.4% |
| 6M | -24.5% | -62.1% | +37.6% | +17.7% |
| YTD | +102.9% | -26.2% | +129.1% | +142.0% |
| 1Y | +123.8% | -32.6% | +156.4% | +173.8% |
| All | +123.8% | -33.0% | +156.8% | +173.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling