+906.4%
MOD vs ACGL
+337.7%
+568.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.7% | +7.3% |
| 7D | -25.5% | +0.9% | -26.4% | -26.4% |
| 30D | -49.0% | +13.7% | -62.7% | -53.0% |
| 3M | -49.8% | +8.0% | -57.9% | -52.6% |
| 6M | -64.8% | +13.3% | -78.1% | -68.3% |
| YTD | -27.6% | +11.8% | -39.5% | -34.7% |
| 1Y | -35.2% | +22.2% | -57.4% | -44.7% |
| 3Y | +137.1% | +32.5% | +104.7% | +80.4% |
| 5Y | +760.3% | +160.2% | +600.1% | +303.1% |
| All | +906.4% | +337.7% | +568.7% | +178.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling