+33.8%
AG vs MAS
+40.8%
-7.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.5% | +0.2% | +2.3% |
| 7D | +10.8% | +3.3% | +7.5% | +9.1% |
| 30D | -8.2% | +25.5% | -33.6% | -18.9% |
| 3M | -13.7% | +11.8% | -25.4% | -19.0% |
| 6M | -27.3% | +21.3% | -48.6% | -35.2% |
| YTD | -4.6% | +37.7% | -42.3% | -24.7% |
| All | +33.8% | +40.8% | -7.0% | +4.0% |
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