+12.8%
TEAM vs MOD
+45.0%
-32.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.9% | -1.8% |
| 7D | -0.4% | +9.6% | -10.0% | +1.3% |
| 30D | +67.3% | 0.0% | +67.3% | +67.5% |
| 3M | +86.8% | -35.4% | +122.2% | +76.7% |
| 6M | +146.8% | -7.3% | +154.1% | +148.7% |
| YTD | +16.9% | +45.8% | -28.9% | +25.1% |
| 1Y | +12.8% | +43.1% | -30.4% | +25.6% |
| All | +12.8% | +45.0% | -32.2% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling