+1,604.6%
MOD vs ACGL
+276.1%
+1,328.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.3% |
| 7D | +9.6% | -0.7% | +10.3% | +10.0% |
| 30D | 0.0% | -1.0% | +1.0% | +0.4% |
| 3M | -35.4% | +11.0% | -46.4% | -40.4% |
| 6M | -7.3% | -0.3% | -6.9% | -9.3% |
| YTD | +45.8% | +2.3% | +43.5% | +40.0% |
| 1Y | +43.1% | +6.4% | +36.8% | +33.0% |
| 3Y | +297.7% | +34.0% | +263.7% | +200.2% |
| 5Y | +1,478.8% | +161.6% | +1,317.1% | +636.5% |
| All | +1,604.6% | +276.1% | +1,328.5% | +525.4% |
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