+1,095.6%
MOD vs AGI
+5,459.2%
-4,363.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.4% |
| 7D | +9.6% | +0.6% | +9.0% | +9.5% |
| 30D | 0.0% | +18.2% | -18.2% | -1.1% |
| 3M | -35.4% | -4.1% | -31.2% | -35.3% |
| 6M | -7.3% | -28.7% | +21.4% | -5.5% |
| YTD | +45.8% | -4.0% | +49.8% | +45.5% |
| 1Y | +43.1% | +17.4% | +25.7% | +41.1% |
| 3Y | +297.7% | +203.0% | +94.7% | +268.2% |
| 5Y | +1,478.8% | +376.7% | +1,102.1% | +1,315.4% |
| 10Y | +1,633.4% | +407.5% | +1,225.9% | +1,385.3% |
| All | +1,095.6% | +5,459.2% | -4,363.6% | +907.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling