+454.5%
TEAM vs MOD
+915.9%
-461.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +2.3% |
| 7D | -19.7% | +8.2% | -27.9% | -20.4% |
| 30D | -26.6% | -38.2% | +11.5% | -23.5% |
| 3M | -1.1% | -46.2% | +45.1% | +4.2% |
| 6M | +74.6% | -62.5% | +137.1% | +88.3% |
| YTD | -6.0% | -20.1% | +14.1% | -9.3% |
| 1Y | -3.2% | -29.7% | +26.4% | -5.5% |
| 3Y | -13.5% | +136.2% | -149.7% | -29.7% |
| 5Y | -65.5% | +820.4% | -885.8% | -76.1% |
| 10Y | +454.5% | +839.8% | -385.3% | +282.8% |
| All | +454.5% | +915.9% | -461.4% | +282.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling