-7.9%
TEAM vs MOD
+300.6%
-308.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.9% | -3.0% |
| 7D | -0.4% | +9.6% | -10.0% | -1.2% |
| 30D | +67.3% | 0.0% | +67.3% | +67.1% |
| 3M | +86.8% | -35.4% | +122.2% | +93.5% |
| 6M | +146.8% | -7.3% | +154.1% | +140.4% |
| YTD | +16.9% | +45.8% | -28.9% | +3.1% |
| 1Y | +12.8% | +43.1% | -30.4% | -2.1% |
| All | -7.9% | +300.6% | -308.5% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling