+852.0%
MOD vs ACGL
+351.1%
+500.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.2% |
| 7D | -34.2% | +6.4% | -40.5% | -36.7% |
| 30D | -51.9% | +16.6% | -68.5% | -56.2% |
| 3M | -53.0% | +11.6% | -64.6% | -56.4% |
| 6M | -66.4% | +17.5% | -83.8% | -70.2% |
| YTD | -31.5% | +15.3% | -46.8% | -39.2% |
| 1Y | -39.6% | +26.3% | -65.9% | -49.3% |
| 3Y | +116.8% | +35.9% | +80.9% | +63.1% |
| 5Y | +713.8% | +168.2% | +545.6% | +275.9% |
| All | +852.0% | +351.1% | +500.9% | +159.2% |
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