+61.6%
AG vs MSI
+605.3%
-543.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.1% |
| 7D | -6.7% | -0.4% | -6.3% | -6.6% |
| 30D | +2.2% | -0.8% | +2.9% | +2.3% |
| 3M | +15.7% | +13.9% | +1.8% | +10.1% |
| 6M | -23.8% | +1.3% | -25.1% | -24.9% |
| YTD | +17.6% | +22.3% | -4.7% | +8.6% |
| 1Y | +88.6% | -3.9% | +92.5% | +88.8% |
| 3Y | +253.4% | +69.9% | +183.5% | +189.5% |
| 5Y | +62.4% | +103.8% | -41.4% | +24.3% |
| All | +61.6% | +605.3% | -543.6% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling