+98.1%
AGG vs MOD
+367.3%
-269.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.1% |
| 7D | +0.2% | -25.5% | +25.7% | +0.1% |
| 30D | +2.4% | -49.0% | +51.4% | +2.2% |
| 3M | -0.2% | -49.8% | +49.6% | -0.4% |
| 6M | -1.0% | -64.8% | +63.8% | -1.3% |
| YTD | -0.4% | -27.6% | +27.3% | -0.3% |
| 1Y | -0.1% | -35.2% | +35.1% | -0.1% |
| 3Y | +15.3% | +137.1% | -121.9% | +16.2% |
| 5Y | -1.3% | +760.3% | -761.6% | +0.4% |
| 10Y | +15.4% | +938.8% | -923.4% | +18.1% |
| All | +98.1% | +367.3% | -269.2% | +103.9% |
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