+88.5%
MA vs AGG
-1.7%
+90.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | +1.3% | -1.5% | +2.8% | +2.1% |
| 30D | +9.6% | +0.6% | +9.0% | +9.3% |
| 3M | +16.8% | -1.6% | +18.4% | +17.8% |
| 6M | +35.2% | -1.6% | +36.8% | +36.3% |
| YTD | +16.6% | -1.5% | +18.1% | +17.4% |
| 1Y | +19.8% | -1.1% | +20.9% | +20.4% |
| 3Y | +70.7% | +13.6% | +57.1% | +59.2% |
| All | +88.5% | -1.7% | +90.2% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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