+33.1%
MA vs AG
-25.7%
+58.9%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.5% |
| 7D | +2.3% | +6.3% | -4.0% | +2.4% |
| 30D | +14.7% | -8.9% | +23.6% | +14.1% |
| 3M | +13.5% | -12.2% | +25.7% | +12.8% |
| 6M | +33.1% | -28.3% | +61.4% | +31.4% |
| All | +33.1% | -25.7% | +58.9% | +31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling