-65.3%
TEAM vs MOD
+748.9%
-814.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +5.7% | -21.9% | -16.9% |
| 7D | -19.8% | -25.5% | +5.7% | -16.9% |
| 30D | -21.5% | -49.0% | +27.5% | -14.4% |
| 3M | +39.5% | -49.8% | +89.3% | +51.9% |
| 6M | +73.1% | -64.8% | +137.8% | +94.7% |
| YTD | -5.2% | -27.6% | +22.4% | -11.0% |
| 1Y | -1.6% | -35.2% | +33.6% | -6.1% |
| 3Y | -11.4% | +137.1% | -148.6% | -46.3% |
| All | -65.3% | +748.9% | -814.2% | -88.1% |
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