+33.4%
AG vs MSI
+28.6%
+4.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.2% | +7.9% | +9.1% |
| 7D | -2.6% | +2.8% | -5.4% | -2.6% |
| 30D | -12.1% | +9.1% | -21.2% | -12.1% |
| 3M | -6.6% | +12.5% | -19.1% | -7.0% |
| 6M | -20.5% | +14.2% | -34.7% | -20.7% |
| YTD | -7.4% | +30.7% | -38.2% | -13.0% |
| 1Y | +33.4% | +27.5% | +5.9% | +40.3% |
| All | +33.4% | +28.6% | +4.8% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling