+513.2%
MA vs AGI
+398.0%
+115.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | -3.5% | +2.2% | -5.7% | -3.6% |
| 30D | +0.8% | +11.3% | -10.5% | +0.3% |
| 3M | +14.8% | +5.6% | +9.1% | +14.4% |
| 6M | +10.0% | -27.7% | +37.7% | +11.2% |
| YTD | -0.1% | -4.1% | +4.0% | -0.5% |
| 1Y | -2.2% | +13.8% | -16.0% | -3.5% |
| 3Y | +39.3% | +217.0% | -177.8% | +30.1% |
| 5Y | +66.3% | +404.3% | -338.0% | +51.9% |
| 10Y | +513.2% | +400.5% | +112.7% | +467.7% |
| All | +513.2% | +398.0% | +115.3% | +467.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling