-11.4%
TEAM vs MOD
+129.2%
-140.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +5.7% | -21.9% | -16.6% |
| 7D | -19.8% | -25.5% | +5.7% | -18.2% |
| 30D | -21.5% | -49.0% | +27.5% | -17.7% |
| 3M | +39.5% | -49.8% | +89.3% | +46.2% |
| 6M | +73.1% | -64.8% | +137.8% | +84.7% |
| YTD | -5.2% | -27.6% | +22.4% | -12.0% |
| 1Y | -1.6% | -35.2% | +33.6% | -7.4% |
| 3Y | -11.4% | +137.1% | -148.6% | -51.7% |
| All | -11.4% | +129.2% | -140.7% | -51.7% |
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