+71.9%
AG vs MOD
+920.5%
-848.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -5.5% |
| 7D | +6.0% | -17.8% | +23.8% | +7.9% |
| 30D | -13.5% | -43.2% | +29.7% | -7.7% |
| 3M | -20.7% | -46.0% | +25.4% | -15.0% |
| 6M | -31.5% | -62.2% | +30.7% | -23.6% |
| YTD | -10.1% | -22.8% | +12.7% | -7.3% |
| 1Y | +26.0% | -35.5% | +61.5% | +32.1% |
| 3Y | +228.9% | +128.2% | +100.7% | +205.9% |
| 5Y | +8.7% | +791.6% | -782.9% | -7.4% |
| 10Y | +71.9% | +886.3% | -814.4% | +55.7% |
| All | +71.9% | +920.5% | -848.6% | +55.7% |
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 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