+96.4%
AGG vs MSI
+1,295.8%
-1,199.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.6% |
| 7D | -0.9% | -1.8% | +0.8% | -0.9% |
| 30D | -1.0% | -0.6% | -0.3% | -1.0% |
| 3M | -1.3% | +13.0% | -14.3% | -1.3% |
| 6M | -2.1% | +0.5% | -2.6% | -2.1% |
| YTD | -1.2% | +21.7% | -22.9% | -1.2% |
| 1Y | -0.5% | -2.6% | +2.1% | -0.5% |
| 3Y | +12.4% | +69.7% | -57.2% | +12.6% |
| 5Y | -2.4% | +102.8% | -105.2% | -2.1% |
| 10Y | +14.3% | +602.9% | -588.6% | +16.0% |
| All | +96.4% | +1,295.8% | -1,199.4% | +101.8% |
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