+98.3%
AGG vs MOD
+855.9%
-757.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.3% | +0.1% |
| 7D | -0.2% | +9.6% | -9.7% | -0.1% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | -0.7% | -35.4% | +34.7% | -0.8% |
| 6M | -1.5% | -7.3% | +5.7% | -1.5% |
| YTD | -0.3% | +45.8% | -46.1% | 0.0% |
| 1Y | +1.3% | +43.1% | -41.8% | +1.6% |
| 3Y | +13.2% | +297.7% | -284.4% | +14.3% |
| 5Y | -1.4% | +1,478.8% | -1,480.2% | +0.5% |
| 10Y | +14.9% | +1,633.4% | -1,618.5% | +17.5% |
| All | +98.3% | +855.9% | -757.6% | +104.6% |
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