+15.1%
AGG vs MOD
+1,486.8%
-1,471.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.2% |
| 7D | -0.2% | +3.6% | -3.8% | -0.2% |
| 30D | -0.2% | -2.6% | +2.4% | -0.2% |
| 3M | -0.7% | -33.1% | +32.4% | -0.6% |
| 6M | -1.8% | -7.5% | +5.7% | -1.8% |
| YTD | -0.6% | +39.3% | -39.9% | -0.7% |
| 1Y | +0.4% | +34.3% | -33.9% | +0.2% |
| 3Y | +13.2% | +296.2% | -283.0% | +12.5% |
| 5Y | -2.0% | +1,504.6% | -1,506.5% | -2.7% |
| 10Y | +15.1% | +1,511.5% | -1,496.5% | +13.3% |
| All | +15.1% | +1,486.8% | -1,471.7% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling