+966.8%
MOD vs AGI
+349.0%
+617.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.5% | +9.8% |
| 7D | -13.9% | +17.4% | -31.3% | -14.5% |
| 30D | -41.5% | -0.9% | -40.6% | -41.5% |
| 3M | -45.7% | -1.6% | -44.1% | -45.7% |
| 6M | -61.1% | -24.7% | -36.4% | -60.8% |
| YTD | -20.5% | -15.3% | -5.2% | -20.0% |
| 1Y | -32.1% | +5.5% | -37.6% | -31.8% |
| 3Y | +146.5% | +154.5% | -8.0% | +147.3% |
| 5Y | +812.7% | +310.6% | +502.1% | +825.5% |
| 10Y | +966.8% | +362.7% | +604.1% | +1,082.5% |
| All | +966.8% | +349.0% | +617.9% | +1,082.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling