+1,511.5%
MOD vs AJG
+472.7%
+1,038.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.5% | -2.1% |
| 7D | +3.6% | -7.4% | +11.0% | +6.9% |
| 30D | -2.6% | -3.0% | +0.3% | -1.8% |
| 3M | -33.1% | +12.8% | -46.0% | -38.8% |
| 6M | -7.5% | +12.8% | -20.4% | -16.2% |
| YTD | +39.3% | -4.7% | +44.0% | +37.2% |
| 1Y | +34.3% | -17.2% | +51.5% | +41.5% |
| 3Y | +296.2% | +10.2% | +286.0% | +224.9% |
| 5Y | +1,504.6% | +76.9% | +1,427.6% | +816.0% |
| 10Y | +1,511.5% | +480.5% | +1,031.0% | +249.7% |
| All | +1,511.5% | +472.7% | +1,038.8% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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