+85.0%
MA vs AG
+3.1%
+81.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | -1.0% |
| 7D | -0.5% | -6.0% | +5.5% | -0.2% |
| 30D | +7.9% | -14.3% | +22.2% | +8.6% |
| 3M | +16.8% | -26.9% | +43.7% | +18.2% |
| 6M | +31.0% | -42.1% | +73.1% | +34.0% |
| YTD | +15.0% | -15.9% | +30.9% | +13.6% |
| 1Y | +17.0% | +11.5% | +5.5% | +13.0% |
| 3Y | +68.5% | +208.0% | -139.5% | +43.3% |
| 5Y | +85.0% | +2.4% | +82.5% | +89.0% |
| All | +85.0% | +3.1% | +81.9% | +89.0% |
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