+3,635.3%
STX vs MOD
+1,642.7%
+1,992.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.3% | +2.0% | +5.3% |
| 7D | +2.4% | +9.6% | -7.2% | +0.2% |
| 30D | +1.4% | 0.0% | +1.4% | +1.5% |
| 3M | -8.2% | -35.4% | +27.2% | +1.7% |
| 6M | +127.0% | -7.3% | +134.3% | +132.2% |
| YTD | +209.1% | +45.8% | +163.3% | +185.2% |
| 1Y | +365.4% | +43.1% | +322.3% | +329.1% |
| 3Y | +1,135.4% | +297.7% | +837.7% | +784.5% |
| 5Y | +991.5% | +1,478.8% | -487.2% | +478.6% |
| All | +3,635.3% | +1,642.7% | +1,992.6% | +1,661.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling