+149.4%
MAR vs AGI
+400.3%
-250.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.7% |
| 7D | -0.5% | -2.7% | +2.2% | -0.3% |
| 30D | -5.4% | +7.2% | -12.7% | -6.0% |
| 3M | -15.5% | +4.3% | -19.8% | -16.0% |
| 6M | +3.0% | -27.1% | +30.0% | +4.8% |
| YTD | +8.5% | -6.6% | +15.1% | +7.9% |
| 1Y | +26.0% | +9.5% | +16.4% | +23.1% |
| 3Y | +68.6% | +208.4% | -139.8% | +42.1% |
| All | +149.4% | +400.3% | -250.9% | +98.4% |
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 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