+1,520.5%
MOD vs AGI
+373.6%
+1,146.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | +6.3% | +4.4% | +1.9% | +6.2% |
| 30D | -1.7% | +10.0% | -11.6% | -2.0% |
| 3M | -30.1% | +1.7% | -31.9% | -30.2% |
| 6M | +2.7% | -26.8% | +29.5% | +3.1% |
| YTD | +44.1% | -5.3% | +49.4% | +44.4% |
| 1Y | +38.7% | +11.5% | +27.2% | +38.8% |
| 3Y | +309.8% | +212.9% | +96.9% | +309.3% |
| 5Y | +1,569.7% | +388.8% | +1,180.9% | +1,587.0% |
| 10Y | +1,520.5% | +383.6% | +1,136.9% | +1,672.3% |
| All | +1,520.5% | +373.6% | +1,146.9% | +1,672.3% |
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 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