+216.6%
MAS vs AGI
+367.8%
-151.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | -1.0% |
| 7D | +3.6% | +13.9% | -10.3% | +2.8% |
| 30D | +23.8% | -6.2% | +30.0% | +24.1% |
| 3M | +14.4% | -6.9% | +21.4% | +14.7% |
| 6M | +19.7% | -28.7% | +48.5% | +21.5% |
| YTD | +36.0% | -19.8% | +55.7% | +36.9% |
| 1Y | +40.4% | -4.8% | +45.2% | +40.2% |
| 3Y | +58.9% | +144.3% | -85.4% | +49.7% |
| 5Y | +44.5% | +277.2% | -232.7% | +32.3% |
| All | +216.6% | +367.8% | -151.3% | +184.6% |
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