-32.6%
MOD vs AGI
-1.1%
-31.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +10.8% | -32.2% | -23.6% |
| 7D | -31.3% | -5.3% | -26.1% | -30.2% |
| 30D | -46.1% | -7.1% | -39.0% | -44.9% |
| 3M | -51.1% | +4.4% | -55.6% | -51.6% |
| 6M | -62.1% | -23.0% | -39.0% | -59.5% |
| YTD | -26.2% | -22.0% | -4.2% | -22.4% |
| 1Y | -32.6% | +0.3% | -32.8% | -40.3% |
| All | -32.6% | -1.1% | -31.5% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling