+65.7%
AG vs MAS
+215.0%
-149.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | -10.0% | +3.0% | -13.0% | -10.8% |
| 30D | -10.5% | +22.4% | -32.9% | -16.2% |
| 3M | -27.3% | +14.5% | -41.7% | -30.4% |
| 6M | -43.0% | +27.1% | -70.1% | -47.2% |
| YTD | -17.9% | +35.8% | -53.7% | -25.8% |
| 1Y | +11.9% | +39.4% | -27.5% | +0.4% |
| 3Y | +201.8% | +60.3% | +141.5% | +155.7% |
| 5Y | -0.1% | +39.4% | -39.5% | -14.2% |
| All | +65.7% | +215.0% | -149.3% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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