+554.8%
MA vs AG
+77.4%
+477.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | +0.2% |
| 7D | -0.3% | +10.8% | -11.2% | -1.0% |
| 30D | +11.3% | -8.2% | +19.5% | +11.8% |
| 3M | +16.7% | -13.7% | +30.4% | +17.3% |
| 6M | +32.8% | -27.3% | +60.1% | +34.4% |
| YTD | +15.6% | -4.6% | +20.2% | +13.7% |
| 1Y | +19.6% | +39.4% | -19.8% | +14.3% |
| 3Y | +72.1% | +244.1% | -172.0% | +48.9% |
| 5Y | +96.0% | +16.8% | +79.3% | +80.4% |
| 10Y | +554.8% | +71.7% | +483.1% | +465.8% |
| All | +554.8% | +77.4% | +477.4% | +465.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling