+300.4%
AG vs MAS
+428.6%
-128.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +5.6% | +3.5% | +7.4% |
| 7D | -2.6% | +14.2% | -16.8% | -6.5% |
| 30D | -12.1% | +26.8% | -38.9% | -18.5% |
| 3M | -6.6% | +13.1% | -19.7% | -10.2% |
| 6M | -20.5% | +27.9% | -48.4% | -26.4% |
| YTD | -7.4% | +38.7% | -46.1% | -16.7% |
| 1Y | +33.4% | +40.4% | -7.0% | +19.5% |
| 3Y | +219.9% | +66.1% | +153.8% | +168.3% |
| 5Y | +23.1% | +47.4% | -24.4% | +4.7% |
| 10Y | +85.5% | +238.3% | -152.9% | +17.9% |
| All | +300.4% | +428.6% | -128.1% | +66.4% |
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