+11.9%
AG vs MAS
+38.5%
-26.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.6% |
| 7D | -10.0% | +3.0% | -13.0% | -11.3% |
| 30D | -10.5% | +22.4% | -32.9% | -19.7% |
| 3M | -27.3% | +14.5% | -41.7% | -32.4% |
| 6M | -43.0% | +27.1% | -70.1% | -50.1% |
| YTD | -17.9% | +35.8% | -53.7% | -34.2% |
| 1Y | +11.9% | +39.4% | -27.5% | -12.1% |
| All | +11.9% | +38.5% | -26.6% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling