+2,108.4%
STX vs MOD
+915.9%
+1,192.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.5% | +6.5% | +9.1% |
| 7D | -1.0% | +8.2% | -9.2% | -2.5% |
| 30D | -26.8% | -38.2% | +11.4% | -17.8% |
| 3M | -32.7% | -46.2% | +13.5% | -22.1% |
| 6M | -33.7% | -62.5% | +28.8% | -16.9% |
| YTD | +101.0% | -20.1% | +121.1% | +113.6% |
| 1Y | +92.7% | -29.7% | +122.4% | +109.8% |
| 3Y | +708.7% | +136.2% | +572.5% | +562.3% |
| 5Y | +504.0% | +820.4% | -316.4% | +268.3% |
| 10Y | +2,108.4% | +839.8% | +1,268.5% | +1,249.8% |
| All | +2,108.4% | +915.9% | +1,192.4% | +1,249.8% |
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 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