+6,249.2%
MA vs AG
+445.6%
+5,803.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.0% |
| 7D | -2.7% | +1.0% | -3.7% | -2.8% |
| 30D | +1.5% | +19.2% | -17.6% | +0.2% |
| 3M | +20.4% | +6.2% | +14.3% | +19.4% |
| 6M | +11.1% | -26.7% | +37.8% | +12.5% |
| YTD | +2.0% | +26.1% | -24.2% | -1.3% |
| 1Y | -2.2% | +131.7% | -133.8% | -9.9% |
| 3Y | +41.9% | +255.3% | -213.5% | +23.3% |
| 5Y | +75.4% | +61.9% | +13.4% | +58.3% |
| 10Y | +527.5% | +72.0% | +455.5% | +431.8% |
| All | +6,249.2% | +445.6% | +5,803.6% | +3,539.8% |
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