+1,972.8%
STX vs MOD
+1,079.7%
+893.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +27.9% | -31.0% | -9.7% |
| 7D | +14.6% | +40.4% | -25.8% | +4.5% |
| 30D | -26.0% | -14.0% | -12.0% | -24.1% |
| 3M | -42.6% | -33.3% | -9.3% | -37.7% |
| 6M | -35.3% | -51.4% | +16.1% | -24.6% |
| YTD | +92.5% | +1.6% | +90.8% | +90.7% |
| 1Y | +102.4% | +5.4% | +97.0% | +99.0% |
| 3Y | +673.8% | +191.0% | +482.8% | +494.7% |
| 5Y | +463.1% | +1,093.1% | -630.1% | +219.4% |
| All | +1,972.8% | +1,079.7% | +893.2% | +1,089.3% |
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