-20.5%
AG vs MAS
+24.1%
-44.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +5.6% | +3.5% | +6.0% |
| 7D | -2.6% | +14.2% | -16.8% | -9.4% |
| 30D | -12.1% | +26.8% | -38.9% | -23.7% |
| 3M | -6.6% | +13.1% | -19.7% | -13.5% |
| 6M | -20.5% | +27.9% | -48.4% | -33.8% |
| All | -20.5% | +24.1% | -44.6% | -33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling