+13,824.1%
MA vs AGI
+401.8%
+13,422.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.0% |
| 7D | -2.7% | +0.6% | -3.3% | -2.7% |
| 30D | +1.5% | +18.2% | -16.7% | +0.6% |
| 3M | +20.4% | -4.1% | +24.6% | +20.4% |
| 6M | +11.1% | -28.7% | +39.8% | +12.7% |
| YTD | +2.0% | -4.0% | +5.9% | +1.5% |
| 1Y | -2.2% | +17.4% | -19.6% | -3.9% |
| 3Y | +41.9% | +203.0% | -161.1% | +31.2% |
| 5Y | +75.4% | +376.7% | -301.3% | +57.1% |
| 10Y | +527.5% | +407.5% | +120.1% | +443.9% |
| All | +13,824.1% | +401.8% | +13,422.4% | +10,283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling