+441.0%
TEAM vs MOD
+920.5%
-479.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.8% |
| 7D | -22.2% | -17.8% | -4.4% | -21.1% |
| 30D | -28.1% | -43.2% | +15.1% | -24.5% |
| 3M | -2.2% | -46.0% | +43.9% | +3.0% |
| 6M | +62.2% | -62.2% | +124.5% | +74.6% |
| YTD | -8.4% | -22.8% | +14.4% | -11.2% |
| 1Y | -6.6% | -35.5% | +28.9% | -7.8% |
| 3Y | -15.7% | +128.2% | -143.9% | -31.2% |
| 5Y | -65.7% | +791.6% | -857.3% | -76.2% |
| 10Y | +441.0% | +886.3% | -445.4% | +282.6% |
| All | +441.0% | +920.5% | -479.5% | +282.6% |
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