-33.5%
MOD vs AGI
+1.7%
-35.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.5% | +9.4% |
| 7D | -13.9% | +17.4% | -31.3% | -16.9% |
| 30D | -41.5% | -0.9% | -40.6% | -40.9% |
| 3M | -45.7% | -1.6% | -44.1% | -45.1% |
| 6M | -61.1% | -24.7% | -36.4% | -58.6% |
| YTD | -20.5% | -15.3% | -5.2% | -17.4% |
| All | -33.5% | +1.7% | -35.2% | -38.6% |
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