+77.7%
AGI vs MSTZ
-99.1%
+176.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.6% | -9.9% | -2.9% |
| 7D | -5.3% | +24.8% | -30.1% | -3.9% |
| 30D | +6.8% | -59.2% | +66.0% | +2.9% |
| 3M | +8.3% | -56.9% | +65.2% | +6.1% |
| 6M | -29.2% | -57.6% | +28.4% | -29.4% |
| YTD | -7.3% | -73.6% | +66.3% | -7.9% |
| 1Y | +8.0% | -15.6% | +23.6% | +10.2% |
| All | +77.7% | -99.1% | +176.8% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling