+1,530.3%
MOD vs AGI
+385.7%
+1,144.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.6% |
| 7D | +9.6% | +0.6% | +9.0% | +9.4% |
| 30D | 0.0% | +18.2% | -18.2% | -2.7% |
| 3M | -35.4% | -4.1% | -31.2% | -35.2% |
| 6M | -7.3% | -28.7% | +21.4% | -3.8% |
| YTD | +45.8% | -4.0% | +49.8% | +45.5% |
| 1Y | +43.1% | +17.4% | +25.7% | +39.1% |
| 3Y | +297.7% | +203.0% | +94.7% | +232.4% |
| All | +1,530.3% | +385.7% | +1,144.6% | +1,196.1% |
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