+33.4%
AG vs MOD
-33.0%
+66.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -21.4% | +30.6% | +14.7% |
| 7D | -2.6% | -31.3% | +28.7% | +6.9% |
| 30D | -12.1% | -46.1% | +34.0% | +3.7% |
| 3M | -6.6% | -51.1% | +44.5% | +12.8% |
| 6M | -20.5% | -62.1% | +41.6% | +3.8% |
| YTD | -7.4% | -26.2% | +18.7% | +6.9% |
| 1Y | +33.4% | -32.6% | +66.0% | +58.8% |
| All | +33.4% | -33.0% | +66.4% | +58.8% |
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