+224.3%
MAS vs AGI
+349.0%
-124.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.1% | +4.4% |
| 7D | +3.3% | +17.4% | -14.1% | +2.3% |
| 30D | +25.5% | -0.9% | +26.4% | +25.4% |
| 3M | +11.8% | -1.6% | +13.3% | +11.7% |
| 6M | +21.3% | -24.7% | +46.0% | +22.7% |
| YTD | +37.7% | -15.3% | +53.0% | +38.2% |
| 1Y | +41.0% | +5.5% | +35.5% | +40.1% |
| 3Y | +63.0% | +154.5% | -91.5% | +53.3% |
| 5Y | +44.1% | +310.6% | -266.5% | +31.5% |
| 10Y | +224.3% | +362.7% | -138.4% | +197.5% |
| All | +224.3% | +349.0% | -124.7% | +197.5% |
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