+22.5%
MA vs AG
+29.4%
-6.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +9.1% | -5.2% | +4.0% |
| 7D | +10.2% | -2.6% | +12.8% | +10.1% |
| 30D | +19.3% | -12.1% | +31.4% | +19.0% |
| 3M | +18.0% | -6.6% | +24.6% | +17.7% |
| 6M | +33.7% | -20.5% | +54.2% | +33.3% |
| YTD | +18.6% | -7.4% | +26.0% | +14.2% |
| 1Y | +22.5% | +33.4% | -10.9% | +15.2% |
| All | +22.5% | +29.4% | -6.9% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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