+90.9%
AG vs MAS
+213.7%
-122.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.4% |
| 7D | +6.3% | +2.0% | +4.4% | +5.7% |
| 30D | -8.9% | +19.4% | -28.3% | -14.2% |
| 3M | -12.2% | +9.4% | -21.6% | -14.8% |
| 6M | -28.3% | +15.3% | -43.6% | -31.7% |
| YTD | -8.8% | +31.3% | -40.1% | -16.8% |
| 1Y | +39.4% | +34.9% | +4.5% | +26.2% |
| 3Y | +229.4% | +58.6% | +170.8% | +179.6% |
| 5Y | +14.5% | +40.7% | -26.2% | -1.9% |
| All | +90.9% | +213.7% | -122.8% | +27.4% |
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