+523.2%
TEAM vs MOD
+1,642.7%
-1,119.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.9% | -3.0% |
| 7D | -0.4% | +9.6% | -10.0% | -1.3% |
| 30D | +67.3% | 0.0% | +67.3% | +67.1% |
| 3M | +86.8% | -35.4% | +122.2% | +93.2% |
| 6M | +146.8% | -7.3% | +154.1% | +142.7% |
| YTD | +16.9% | +45.8% | -28.9% | +7.3% |
| 1Y | +12.8% | +43.1% | -30.4% | +2.7% |
| 3Y | -7.3% | +297.7% | -304.9% | -27.7% |
| 5Y | -50.7% | +1,478.8% | -1,529.5% | -67.4% |
| All | +523.2% | +1,642.7% | -1,119.5% | +302.7% |
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