-2.4%
AGG vs MSI
+100.4%
-102.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.7% |
| 7D | -0.9% | -1.8% | +0.8% | -0.9% |
| 30D | -1.0% | -0.6% | -0.3% | -0.9% |
| 3M | -1.3% | +13.0% | -14.3% | -1.7% |
| 6M | -2.1% | +0.5% | -2.6% | -2.1% |
| YTD | -1.2% | +21.7% | -22.9% | -2.0% |
| 1Y | -0.5% | -2.6% | +2.1% | -0.5% |
| 3Y | +12.4% | +69.7% | -57.2% | +9.8% |
| 5Y | -2.4% | +102.8% | -105.2% | -6.1% |
| All | -2.4% | +100.4% | -102.9% | -6.1% |
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