+34.3%
MOD vs AGI
+12.0%
+22.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.6% |
| 7D | +3.6% | +2.2% | +1.4% | +3.0% |
| 30D | -2.6% | +11.3% | -13.9% | -5.4% |
| 3M | -33.1% | +5.6% | -38.8% | -34.5% |
| 6M | -7.5% | -27.7% | +20.2% | -3.3% |
| YTD | +39.3% | -4.1% | +43.4% | +38.7% |
| 1Y | +34.3% | +13.8% | +20.5% | +23.4% |
| All | +34.3% | +12.0% | +22.2% | +23.4% |
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