+646.2%
STX vs MOD
+148.6%
+497.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +9.9% | -0.1% | +6.4% |
| 7D | -14.8% | -13.9% | -0.8% | -10.6% |
| 30D | -35.4% | -41.5% | +6.2% | -23.0% |
| 3M | -37.7% | -45.7% | +8.1% | -24.1% |
| 6M | -35.2% | -61.1% | +25.9% | -13.0% |
| YTD | +84.4% | -20.5% | +104.9% | +103.8% |
| 1Y | +82.3% | -32.1% | +114.4% | +109.2% |
| 3Y | +646.2% | +146.5% | +499.8% | +515.2% |
| All | +646.2% | +148.6% | +497.6% | +515.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling