+217.0%
MAS vs AGI
+355.0%
-138.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.3% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +23.6% | -7.6% | +31.2% | +24.0% |
| 3M | +12.4% | -10.2% | +22.7% | +12.9% |
| 6M | +21.9% | -31.5% | +53.4% | +23.9% |
| YTD | +36.1% | -22.0% | +58.1% | +37.2% |
| 1Y | +39.5% | -7.9% | +47.4% | +39.6% |
| 3Y | +59.1% | +137.6% | -78.4% | +50.1% |
| 5Y | +44.4% | +256.7% | -212.3% | +32.5% |
| 10Y | +217.0% | +405.2% | -188.2% | +185.5% |
| All | +217.0% | +355.0% | -138.0% | +185.5% |
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