+223.6%
AG vs MAS
+61.2%
+162.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -1.8% |
| 7D | -2.9% | +4.6% | -7.4% | -4.5% |
| 30D | -15.1% | +19.9% | -35.0% | -21.3% |
| 3M | -15.4% | +8.9% | -24.3% | -18.5% |
| 6M | -21.9% | +20.2% | -42.1% | -27.8% |
| YTD | -10.4% | +33.9% | -44.3% | -21.1% |
| 1Y | +39.8% | +34.7% | +5.2% | +23.0% |
| All | +223.6% | +61.2% | +162.3% | +111.2% |
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 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