+455.7%
STX vs MOD
+720.4%
-264.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -7.3% | -9.0% | -14.1% |
| 7D | -33.4% | -34.2% | +0.8% | -24.6% |
| 30D | -42.1% | -51.9% | +9.8% | -28.3% |
| 3M | -44.3% | -53.0% | +8.8% | -30.6% |
| 6M | -39.4% | -66.4% | +27.0% | -17.5% |
| YTD | +70.0% | -31.5% | +101.5% | +92.9% |
| 1Y | +70.2% | -39.6% | +109.7% | +98.5% |
| 3Y | +585.2% | +116.8% | +468.3% | +463.4% |
| 5Y | +455.7% | +713.8% | -258.1% | +212.2% |
| All | +455.7% | +720.4% | -264.7% | +212.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling