+588.0%
STX vs MOD
+129.2%
+458.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -3.1% |
| 7D | -28.5% | -25.5% | -2.9% | -21.2% |
| 30D | -42.9% | -49.0% | +6.1% | -28.9% |
| 3M | -45.9% | -49.8% | +3.9% | -32.4% |
| 6M | -41.3% | -64.8% | +23.5% | -18.5% |
| YTD | +67.9% | -27.6% | +95.6% | +91.6% |
| 1Y | +66.5% | -35.2% | +101.7% | +95.0% |
| 3Y | +588.0% | +137.1% | +450.8% | +488.1% |
| All | +588.0% | +129.2% | +458.8% | +488.1% |
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