+98.1%
AGG vs MOD
+413.4%
-315.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.9% | -9.8% | +0.1% |
| 7D | +0.4% | -13.9% | +14.4% | +0.4% |
| 30D | +2.1% | -41.5% | +43.6% | +1.9% |
| 3M | -0.3% | -45.7% | +45.4% | -0.5% |
| 6M | -0.9% | -61.1% | +60.2% | -1.2% |
| YTD | -0.3% | -20.5% | +20.2% | -0.3% |
| 1Y | 0.0% | -32.1% | +32.1% | 0.0% |
| 3Y | +15.3% | +146.5% | -131.2% | +16.2% |
| 5Y | -1.4% | +812.7% | -814.1% | +0.4% |
| 10Y | +16.9% | +966.8% | -950.0% | +19.5% |
| All | +98.1% | +413.4% | -315.3% | +104.1% |
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