+7,153.8%
MA vs AG
+284.3%
+6,869.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -1.8% | -4.0% | +2.3% | -1.5% |
| 30D | +11.0% | -13.1% | +24.1% | +11.9% |
| 3M | +17.9% | -22.0% | +39.9% | +19.4% |
| 6M | +33.2% | -37.3% | +70.4% | +36.3% |
| YTD | +16.5% | -11.2% | +27.7% | +15.1% |
| 1Y | +19.1% | +23.9% | -4.8% | +14.7% |
| 3Y | +70.6% | +225.1% | -154.6% | +48.8% |
| 5Y | +92.1% | +7.7% | +84.4% | +78.0% |
| 10Y | +569.6% | +86.9% | +482.7% | +463.7% |
| All | +7,153.8% | +284.3% | +6,869.5% | +4,146.5% |
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 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