-2.7%
TEAM vs MOD
-33.9%
+31.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.9% | -9.1% | +2.2% |
| 7D | -17.2% | -13.9% | -3.3% | -18.3% |
| 30D | -25.1% | -41.5% | +16.4% | -30.6% |
| 3M | +3.9% | -45.7% | +49.6% | -4.7% |
| 6M | +69.1% | -61.1% | +130.2% | +48.1% |
| YTD | -4.5% | -20.5% | +16.0% | -5.0% |
| All | -2.7% | -33.9% | +31.3% | -2.2% |
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