+229.4%
AG vs MAS
+58.1%
+171.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.6% |
| 7D | +6.3% | +2.0% | +4.4% | +5.6% |
| 30D | -8.9% | +19.4% | -28.3% | -15.5% |
| 3M | -12.2% | +9.4% | -21.6% | -15.6% |
| 6M | -28.3% | +15.3% | -43.6% | -32.7% |
| YTD | -8.8% | +31.3% | -40.1% | -19.0% |
| 1Y | +39.4% | +34.9% | +4.5% | +22.8% |
| 3Y | +229.4% | +58.6% | +170.8% | +116.7% |
| All | +229.4% | +58.1% | +171.3% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling