+8,757.3%
STX vs MOD
+516.3%
+8,241.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -7.3% | -9.0% | -14.3% |
| 7D | -33.4% | -34.2% | +0.8% | -25.4% |
| 30D | -42.1% | -51.9% | +9.8% | -29.4% |
| 3M | -44.3% | -53.0% | +8.8% | -31.8% |
| 6M | -39.4% | -66.4% | +27.0% | -19.0% |
| YTD | +70.0% | -31.5% | +101.5% | +86.5% |
| 1Y | +70.2% | -39.6% | +109.7% | +92.2% |
| 3Y | +585.2% | +116.8% | +468.3% | +414.2% |
| 5Y | +455.7% | +713.8% | -258.1% | +176.7% |
| 10Y | +2,007.9% | +882.7% | +1,125.2% | +704.2% |
| All | +8,757.3% | +516.3% | +8,241.0% | +2,572.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling