-32.6%
MOD vs ACGL
+28.7%
-61.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.7% | -24.1% | -19.1% |
| 7D | -31.3% | +8.0% | -39.3% | -26.5% |
| 30D | -46.1% | +17.3% | -63.4% | -38.9% |
| 3M | -51.1% | +11.2% | -62.4% | -46.3% |
| 6M | -62.1% | +18.2% | -80.2% | -56.4% |
| YTD | -26.2% | +15.4% | -41.6% | -15.5% |
| 1Y | -32.6% | +26.5% | -59.1% | -17.0% |
| All | -32.6% | +28.7% | -61.3% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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