+312.9%
AG vs MSI
+710.3%
-397.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +3.8% |
| 7D | +10.8% | +8.3% | +2.5% | +7.8% |
| 30D | -8.2% | +18.9% | -27.0% | -13.6% |
| 3M | -13.7% | +13.2% | -26.9% | -17.6% |
| 6M | -27.3% | +38.3% | -65.5% | -35.6% |
| YTD | -4.6% | +38.9% | -43.4% | -16.2% |
| 1Y | +39.4% | +36.7% | +2.7% | +23.1% |
| 3Y | +244.1% | +76.6% | +167.6% | +175.5% |
| 5Y | +16.8% | +124.5% | -107.7% | -14.5% |
| 10Y | +71.7% | +674.5% | -602.8% | -21.4% |
| All | +312.9% | +710.3% | -397.4% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling