+1,569.7%
MOD vs AJG
+84.4%
+1,485.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.7% |
| 7D | +6.3% | -3.8% | +10.1% | +6.8% |
| 30D | -1.7% | +1.6% | -3.3% | -2.0% |
| 3M | -30.1% | +18.6% | -48.7% | -33.7% |
| 6M | +2.7% | +10.9% | -8.2% | -0.9% |
| YTD | +44.1% | -2.0% | +46.0% | +44.6% |
| 1Y | +38.7% | -14.9% | +53.7% | +46.5% |
| 3Y | +309.8% | +13.4% | +296.4% | +242.6% |
| 5Y | +1,569.7% | +83.2% | +1,486.5% | +882.7% |
| All | +1,569.7% | +84.4% | +1,485.3% | +882.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling