+445.6%
AG vs MOD
+760.4%
-314.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.7% |
| 7D | +1.0% | +9.6% | -8.6% | -0.6% |
| 30D | +19.2% | 0.0% | +19.1% | +19.0% |
| 3M | +6.2% | -35.4% | +41.5% | +13.4% |
| 6M | -26.7% | -7.3% | -19.4% | -26.2% |
| YTD | +26.1% | +45.8% | -19.7% | +17.4% |
| 1Y | +131.7% | +43.1% | +88.5% | +115.6% |
| 3Y | +255.3% | +297.7% | -42.3% | +169.6% |
| 5Y | +61.9% | +1,478.8% | -1,416.8% | -3.8% |
| 10Y | +72.0% | +1,633.4% | -1,561.4% | -13.3% |
| All | +445.6% | +760.4% | -314.8% | +170.7% |
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