+92.3%
MA vs AG
+12.9%
+79.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.6% |
| 7D | +2.3% | +6.3% | -4.0% | +2.0% |
| 30D | +14.7% | -8.9% | +23.6% | +15.1% |
| 3M | +13.5% | -12.2% | +25.7% | +13.9% |
| 6M | +33.1% | -28.3% | +61.4% | +34.6% |
| YTD | +15.1% | -8.8% | +23.9% | +13.2% |
| 1Y | +18.7% | +39.4% | -20.6% | +13.1% |
| 3Y | +72.1% | +229.4% | -157.3% | +45.9% |
| All | +92.3% | +12.9% | +79.4% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling