+140.2%
MAS vs AGI
+395.4%
-255.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +1.9% |
| 7D | -0.8% | +0.6% | -1.3% | -0.8% |
| 30D | -5.6% | +18.2% | -23.8% | -6.5% |
| 3M | +4.4% | -4.1% | +8.6% | +4.4% |
| 6M | +7.2% | -28.7% | +35.9% | +8.5% |
| YTD | +16.1% | -4.0% | +20.1% | +15.9% |
| 1Y | +0.1% | +17.4% | -17.3% | -1.1% |
| 3Y | +28.3% | +203.0% | -174.7% | +19.8% |
| 5Y | +30.5% | +376.7% | -346.2% | +18.6% |
| All | +140.2% | +395.4% | -255.2% | +118.0% |
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