+131.7%
AG vs MOD
+45.0%
+86.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -3.3% |
| 7D | +1.0% | +9.6% | -8.6% | -2.0% |
| 30D | +19.2% | 0.0% | +19.1% | +18.8% |
| 3M | +6.2% | -35.4% | +41.5% | +21.5% |
| 6M | -26.7% | -7.3% | -19.4% | -25.0% |
| YTD | +26.1% | +45.8% | -19.7% | +16.2% |
| 1Y | +131.7% | +43.1% | +88.5% | +129.2% |
| All | +131.7% | +45.0% | +86.7% | +129.2% |
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