+210.3%
MAS vs AGI
+338.5%
-128.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -4.0% | -1.7% |
| 7D | +2.4% | +16.0% | -13.6% | +1.5% |
| 30D | +19.8% | +1.0% | +18.9% | +19.6% |
| 3M | +9.8% | +2.5% | +7.4% | +9.5% |
| 6M | +15.8% | -24.0% | +39.8% | +17.0% |
| YTD | +31.8% | -17.2% | +49.1% | +32.4% |
| 1Y | +35.4% | +4.9% | +30.5% | +34.6% |
| 3Y | +59.2% | +142.6% | -83.4% | +50.1% |
| 5Y | +41.2% | +315.2% | -273.9% | +28.9% |
| All | +210.3% | +338.5% | -128.2% | +185.0% |
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