+1,064.5%
MOD vs AJG
+538.5%
+526.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +2.0% | +25.8% | +27.1% |
| 7D | +40.4% | +0.5% | +39.9% | +40.3% |
| 30D | -14.0% | +19.4% | -33.4% | -20.6% |
| 3M | -33.3% | +11.9% | -45.3% | -37.3% |
| 6M | -51.4% | +48.3% | -99.7% | -61.3% |
| YTD | +1.6% | +10.3% | -8.7% | -6.7% |
| 1Y | +5.4% | +11.5% | -6.1% | -4.4% |
| 3Y | +191.0% | +17.5% | +173.4% | +136.7% |
| 5Y | +1,093.1% | +79.8% | +1,013.4% | +606.1% |
| All | +1,064.5% | +538.5% | +526.0% | +194.3% |
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