+90.9%
AG vs MOD
+911.6%
-820.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | +1.1% |
| 7D | +6.3% | -25.5% | +31.9% | +9.6% |
| 30D | -8.9% | -49.0% | +40.1% | -1.5% |
| 3M | -12.2% | -49.8% | +37.6% | -5.1% |
| 6M | -28.3% | -64.8% | +36.5% | -19.3% |
| YTD | -8.8% | -27.6% | +18.8% | -5.2% |
| 1Y | +39.4% | -35.2% | +74.6% | +46.3% |
| 3Y | +229.4% | +137.1% | +92.3% | +206.4% |
| 5Y | +14.5% | +760.3% | -745.7% | -2.0% |
| All | +90.9% | +911.6% | -820.8% | +66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling