+108.8%
STX vs MOD
-26.6%
+135.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +16.8% | +16.1% | +0.8% | +8.6% |
| 30D | -27.0% | -38.5% | +11.5% | -8.6% |
| 3M | -37.9% | -46.8% | +8.9% | -17.2% |
| 6M | -32.5% | -61.6% | +29.1% | +3.0% |
| YTD | +98.6% | -20.5% | +119.1% | +136.9% |
| All | +108.8% | -26.6% | +135.5% | +142.8% |
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