+15.1%
TEAM vs MOD
-33.0%
+48.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -21.4% | +20.8% | -3.4% |
| 7D | -13.7% | -31.3% | +17.6% | -18.0% |
| 30D | -3.4% | -46.1% | +42.7% | -11.8% |
| 3M | +72.1% | -51.1% | +123.3% | +54.8% |
| 6M | +103.8% | -62.1% | +165.9% | +77.8% |
| YTD | +17.1% | -26.2% | +43.3% | +14.1% |
| 1Y | +15.1% | -32.6% | +47.6% | +11.8% |
| All | +15.1% | -33.0% | +48.0% | +11.8% |
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