+0.3%
AGI vs MSTZ
-63.1%
+63.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -9.6% | +20.4% | +9.6% |
| 7D | -5.3% | +0.7% | -6.0% | -4.8% |
| 30D | -7.1% | +16.6% | -23.7% | -4.1% |
| 3M | +4.4% | -74.7% | +79.1% | -6.8% |
| 6M | -23.0% | -43.9% | +20.9% | -21.2% |
| YTD | -22.0% | -84.0% | +62.0% | -26.1% |
| 1Y | +0.3% | -65.1% | +65.4% | +6.4% |
| All | +0.3% | -63.1% | +63.4% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling