+65.7%
AG vs MOD
+1,079.7%
-1,014.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +27.9% | -30.3% | -5.8% |
| 7D | -10.0% | +40.4% | -50.4% | -14.1% |
| 30D | -10.5% | -14.0% | +3.5% | -9.7% |
| 3M | -27.3% | -33.3% | +6.1% | -24.4% |
| 6M | -43.0% | -51.4% | +8.4% | -38.6% |
| YTD | -17.9% | +1.6% | -19.5% | -18.6% |
| 1Y | +11.9% | +5.4% | +6.5% | +10.6% |
| 3Y | +201.8% | +191.0% | +10.8% | +169.4% |
| 5Y | -0.1% | +1,093.1% | -1,093.2% | -18.9% |
| All | +65.7% | +1,079.7% | -1,014.0% | +33.6% |
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