+287.4%
AG vs MOD
+301.6%
-14.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.3% | +4.0% | -2.1% |
| 7D | -2.9% | -34.2% | +31.3% | +3.2% |
| 30D | -15.1% | -51.9% | +36.8% | -5.1% |
| 3M | -15.4% | -53.0% | +37.7% | -5.3% |
| 6M | -21.9% | -66.4% | +44.4% | -8.2% |
| YTD | -10.4% | -31.5% | +21.1% | -6.6% |
| 1Y | +39.8% | -39.6% | +79.4% | +48.3% |
| 3Y | +209.5% | +116.8% | +92.7% | +158.4% |
| 5Y | +12.5% | +713.8% | -701.3% | -26.0% |
| 10Y | +79.5% | +882.7% | -803.2% | -2.1% |
| All | +287.4% | +301.6% | -14.2% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling