+7,065.6%
MA vs AG
+294.5%
+6,771.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.6% |
| 7D | +2.3% | +6.3% | -4.0% | +1.9% |
| 30D | +14.7% | -8.9% | +23.6% | +15.3% |
| 3M | +13.5% | -12.2% | +25.7% | +14.1% |
| 6M | +33.1% | -28.3% | +61.4% | +35.0% |
| YTD | +15.1% | -8.8% | +23.9% | +13.6% |
| 1Y | +18.7% | +39.4% | -20.6% | +13.5% |
| 3Y | +72.1% | +229.4% | -157.3% | +50.0% |
| 5Y | +92.8% | +14.5% | +78.3% | +77.9% |
| 10Y | +571.6% | +82.7% | +488.9% | +465.8% |
| All | +7,065.6% | +294.5% | +6,771.2% | +4,088.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling