-65.4%
TEAM vs MOD
+1,086.9%
-1,152.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +27.9% | -29.4% | -5.1% |
| 7D | -2.4% | +40.4% | -42.8% | -7.2% |
| 30D | -26.7% | -14.0% | -12.7% | -25.8% |
| 3M | -9.6% | -33.3% | +23.7% | -5.7% |
| 6M | +86.0% | -51.4% | +137.5% | +99.8% |
| YTD | -7.5% | +1.6% | -9.1% | -17.4% |
| 1Y | -1.4% | +5.4% | -6.7% | -13.6% |
| 3Y | -14.3% | +191.0% | -205.3% | -48.8% |
| All | -65.4% | +1,086.9% | -1,152.3% | -88.6% |
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 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