+17.0%
MA vs AG
+15.8%
+1.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | -1.3% |
| 7D | -0.5% | -6.0% | +5.5% | -0.6% |
| 30D | +7.9% | -14.3% | +22.2% | +7.6% |
| 3M | +16.8% | -26.9% | +43.7% | +16.2% |
| 6M | +31.0% | -42.1% | +73.1% | +30.5% |
| YTD | +15.0% | -15.9% | +30.9% | +10.1% |
| 1Y | +17.0% | +11.5% | +5.5% | +7.5% |
| All | +17.0% | +15.8% | +1.2% | +7.5% |
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