+833.2%
MOD vs AJG
+79.1%
+754.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.5% |
| 7D | +16.1% | -3.8% | +19.9% | +16.2% |
| 30D | -38.5% | +19.1% | -57.6% | -39.5% |
| 3M | -46.8% | +8.8% | -55.7% | -47.2% |
| 6M | -61.6% | +41.3% | -102.9% | -64.8% |
| YTD | -20.5% | +8.1% | -28.6% | -20.9% |
| 1Y | -28.0% | +9.6% | -37.7% | -29.0% |
| 3Y | +134.9% | +15.0% | +120.0% | +106.3% |
| 5Y | +833.2% | +76.2% | +757.0% | +451.6% |
| All | +833.2% | +79.1% | +754.1% | +451.6% |
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