+57.5%
AG vs MOD
+1,504.3%
-1,446.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.9% |
| 7D | +4.5% | +6.3% | -1.8% | +3.7% |
| 30D | +12.9% | -1.7% | +14.5% | +13.0% |
| 3M | +20.9% | -30.1% | +51.1% | +25.7% |
| 6M | -19.5% | +2.7% | -22.2% | -19.7% |
| YTD | +24.8% | +44.1% | -19.3% | +20.0% |
| 1Y | +120.2% | +38.7% | +81.5% | +112.4% |
| 3Y | +279.0% | +309.8% | -30.8% | +229.3% |
| 5Y | +67.9% | +1,569.7% | -1,501.8% | +33.9% |
| 10Y | +57.5% | +1,520.5% | -1,463.0% | +23.7% |
| All | +57.5% | +1,504.3% | -1,446.8% | +23.7% |
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