+67.6%
MA vs AGI
+389.1%
-321.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.2% |
| 7D | -3.5% | -5.4% | +1.9% | -3.1% |
| 30D | +0.7% | +6.6% | -5.9% | +0.2% |
| 3M | +15.8% | +8.2% | +7.6% | +15.0% |
| 6M | +10.2% | -29.3% | +39.5% | +12.7% |
| YTD | -0.5% | -7.4% | +6.9% | -1.0% |
| 1Y | -1.8% | +7.9% | -9.7% | -4.1% |
| 3Y | +38.7% | +206.2% | -167.5% | +17.2% |
| 5Y | +67.6% | +397.6% | -330.0% | +37.5% |
| All | +67.6% | +389.1% | -321.4% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling