+1,082.7%
MOD vs AGI
+243.7%
+839.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.5% | +28.3% | +27.9% |
| 7D | +40.4% | -10.1% | +50.5% | +42.7% |
| 30D | -14.0% | -6.5% | -7.5% | -13.3% |
| 3M | -33.3% | -12.8% | -20.5% | -32.0% |
| 6M | -51.4% | -34.3% | -17.1% | -48.5% |
| YTD | +1.6% | -25.6% | +27.2% | +5.5% |
| 1Y | +5.4% | -14.2% | +19.6% | +7.3% |
| 3Y | +191.0% | +127.3% | +63.7% | +152.7% |
| All | +1,082.7% | +243.7% | +839.0% | +921.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling