+137.1%
MOD vs AGI
+141.1%
-4.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +5.3% |
| 7D | -25.5% | +16.0% | -41.5% | -27.7% |
| 30D | -49.0% | +1.0% | -50.0% | -49.0% |
| 3M | -49.8% | +2.5% | -52.3% | -50.0% |
| 6M | -64.8% | -24.0% | -40.7% | -63.2% |
| YTD | -27.6% | -17.2% | -10.4% | -25.4% |
| 1Y | -35.2% | +4.9% | -40.1% | -35.3% |
| 3Y | +137.1% | +142.6% | -5.4% | +104.9% |
| All | +137.1% | +141.1% | -4.0% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling