+15,612.2%
MA vs AGI
+290.6%
+15,321.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | -1.0% |
| 7D | -0.5% | -7.5% | +7.0% | -0.1% |
| 30D | +7.9% | -9.9% | +17.8% | +8.4% |
| 3M | +16.8% | -14.2% | +30.9% | +17.5% |
| 6M | +31.0% | -35.2% | +66.2% | +33.5% |
| YTD | +15.0% | -25.2% | +40.3% | +15.8% |
| 1Y | +17.0% | -14.3% | +31.3% | +16.9% |
| 3Y | +68.5% | +127.7% | -59.2% | +58.0% |
| 5Y | +85.0% | +243.4% | -158.5% | +68.5% |
| 10Y | +561.3% | +384.1% | +177.2% | +474.4% |
| All | +15,612.2% | +290.6% | +15,321.6% | +11,752.8% |
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