+229.4%
AG vs MOD
+129.2%
+100.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | +0.5% |
| 7D | +6.3% | -25.5% | +31.9% | +12.4% |
| 30D | -8.9% | -49.0% | +40.1% | +5.5% |
| 3M | -12.2% | -49.8% | +37.6% | +1.6% |
| 6M | -28.3% | -64.8% | +36.5% | -10.3% |
| YTD | -8.8% | -27.6% | +18.8% | -2.4% |
| 1Y | +39.4% | -35.2% | +74.6% | +52.2% |
| 3Y | +229.4% | +137.1% | +92.3% | +119.3% |
| All | +229.4% | +129.2% | +100.2% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling