+433.8%
MAR vs AGI
+392.3%
+41.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.7% |
| 7D | -0.5% | -2.7% | +2.2% | -0.5% |
| 30D | -5.4% | +7.2% | -12.7% | -5.5% |
| 3M | -15.5% | +4.3% | -19.8% | -15.6% |
| 6M | +3.0% | -27.1% | +30.0% | +3.1% |
| YTD | +8.5% | -6.6% | +15.1% | +8.5% |
| 1Y | +26.0% | +9.5% | +16.4% | +25.7% |
| 3Y | +68.6% | +208.4% | -139.8% | +66.7% |
| 5Y | +157.4% | +401.6% | -244.3% | +155.5% |
| All | +433.8% | +392.3% | +41.5% | +461.4% |
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