+445.6%
AG vs MAS
+342.6%
+103.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.5% |
| 7D | +1.0% | -0.8% | +1.8% | +1.3% |
| 30D | +19.2% | -5.6% | +24.7% | +21.3% |
| 3M | +6.2% | +4.4% | +1.7% | +4.6% |
| 6M | -26.7% | +7.2% | -33.9% | -28.3% |
| YTD | +26.1% | +16.1% | +10.0% | +20.0% |
| 1Y | +131.7% | +0.1% | +131.6% | +129.9% |
| 3Y | +255.3% | +28.3% | +227.0% | +222.0% |
| 5Y | +61.9% | +30.5% | +31.5% | +43.1% |
| 10Y | +72.0% | +139.1% | -67.1% | +21.2% |
| All | +445.6% | +342.6% | +103.0% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling