+568.4%
MA vs AG
+64.1%
+504.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.3% | +0.8% |
| 7D | +1.8% | +6.0% | -4.2% | +1.4% |
| 30D | +11.8% | -13.5% | +25.4% | +12.7% |
| 3M | +17.2% | -20.7% | +37.8% | +18.4% |
| 6M | +33.4% | -31.5% | +64.9% | +35.5% |
| YTD | +16.1% | -10.1% | +26.3% | +14.6% |
| 1Y | +19.9% | +26.0% | -6.1% | +15.3% |
| 3Y | +70.1% | +228.9% | -158.8% | +47.5% |
| 5Y | +89.6% | +8.7% | +81.0% | +75.3% |
| 10Y | +568.4% | +71.9% | +496.5% | +478.3% |
| All | +568.4% | +64.1% | +504.4% | +478.3% |
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