+67.9%
AG vs MSI
+100.4%
-32.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.6% |
| 7D | +4.5% | -5.8% | +10.2% | +7.1% |
| 30D | +12.9% | -1.0% | +13.8% | +13.1% |
| 3M | +20.9% | +14.2% | +6.8% | +12.6% |
| 6M | -19.5% | +1.0% | -20.6% | -20.9% |
| YTD | +24.8% | +21.5% | +3.3% | +11.2% |
| 1Y | +120.2% | -2.1% | +122.4% | +119.8% |
| 3Y | +279.0% | +69.3% | +209.7% | +168.2% |
| 5Y | +67.9% | +99.3% | -31.4% | +1.2% |
| All | +67.9% | +100.4% | -32.5% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling