+81.4%
AGI vs MSTZ
-99.2%
+180.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.2% | -9.6% | -0.9% |
| 7D | +4.4% | -25.4% | +29.8% | +3.1% |
| 30D | +10.0% | -60.9% | +70.8% | +5.6% |
| 3M | +1.7% | -54.2% | +55.9% | -0.1% |
| 6M | -26.8% | -65.0% | +38.2% | -27.7% |
| YTD | -5.3% | -76.5% | +71.2% | -6.7% |
| 1Y | +11.5% | -23.4% | +34.9% | +13.0% |
| All | +81.4% | -99.2% | +180.6% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling