+39.4%
AG vs MOD
-37.3%
+76.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | +0.3% |
| 7D | +6.3% | -25.5% | +31.9% | +13.6% |
| 30D | -8.9% | -49.0% | +40.1% | +9.5% |
| 3M | -12.2% | -49.8% | +37.6% | +5.4% |
| 6M | -28.3% | -64.8% | +36.5% | -4.0% |
| YTD | -8.8% | -27.6% | +18.8% | +4.9% |
| 1Y | +39.4% | -35.2% | +74.6% | +67.1% |
| All | +39.4% | -37.3% | +76.7% | +67.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling