-65.2%
TEAM vs MOD
+832.8%
-897.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.9% | -9.1% | -0.6% |
| 7D | -17.2% | -13.9% | -3.3% | -15.9% |
| 30D | -25.1% | -41.5% | +16.4% | -19.8% |
| 3M | +3.9% | -45.7% | +49.6% | +11.9% |
| 6M | +69.1% | -61.1% | +130.2% | +87.6% |
| YTD | -4.5% | -20.5% | +16.0% | -11.5% |
| 1Y | -1.9% | -32.1% | +30.3% | -6.5% |
| 3Y | -9.3% | +146.5% | -155.8% | -44.9% |
| 5Y | -65.2% | +812.7% | -877.9% | -88.1% |
| All | -65.2% | +832.8% | -897.9% | -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