+7.7%
AG vs MOD
+818.0%
-810.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.8% |
| 7D | -4.0% | +8.2% | -12.3% | -5.6% |
| 30D | -13.1% | -38.2% | +25.1% | -5.0% |
| 3M | -22.0% | -46.2% | +24.2% | -12.8% |
| 6M | -37.3% | -62.5% | +25.3% | -24.9% |
| YTD | -11.2% | -20.1% | +8.9% | -7.9% |
| 1Y | +23.9% | -29.7% | +53.6% | +31.1% |
| 3Y | +225.1% | +136.2% | +88.9% | +168.4% |
| 5Y | +7.7% | +820.4% | -812.6% | -30.0% |
| All | +7.7% | +818.0% | -810.2% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling