+69.8%
AG vs MOD
+822.6%
-752.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.7% | -5.2% |
| 7D | -6.0% | +16.1% | -22.1% | -7.8% |
| 30D | -14.3% | -38.5% | +24.2% | -9.4% |
| 3M | -26.9% | -46.8% | +19.9% | -21.5% |
| 6M | -42.1% | -61.6% | +19.5% | -35.5% |
| YTD | -15.9% | -20.5% | +4.7% | -13.5% |
| 1Y | +11.5% | -28.0% | +39.5% | +15.7% |
| 3Y | +208.0% | +134.9% | +73.0% | +184.2% |
| 5Y | +2.4% | +833.2% | -830.7% | -13.9% |
| All | +69.8% | +822.6% | -752.8% | +41.9% |
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