+1,883.6%
STX vs MOD
+911.6%
+972.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -2.6% |
| 7D | -28.5% | -25.5% | -2.9% | -23.3% |
| 30D | -42.9% | -49.0% | +6.1% | -33.0% |
| 3M | -45.9% | -49.8% | +3.9% | -36.4% |
| 6M | -41.3% | -64.8% | +23.5% | -25.2% |
| YTD | +67.9% | -27.6% | +95.6% | +82.6% |
| 1Y | +66.5% | -35.2% | +101.7% | +84.9% |
| 3Y | +588.0% | +137.1% | +450.8% | +464.5% |
| 5Y | +449.1% | +760.3% | -311.2% | +239.5% |
| All | +1,883.6% | +911.6% | +972.0% | +1,136.3% |
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 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