+215.9%
MAS vs AGI
+352.5%
-136.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.1% |
| 7D | +2.0% | +16.0% | -14.0% | +1.1% |
| 30D | +19.4% | +1.0% | +18.4% | +19.2% |
| 3M | +9.4% | +2.5% | +7.0% | +9.1% |
| 6M | +15.3% | -24.0% | +39.4% | +16.6% |
| YTD | +31.3% | -17.2% | +48.6% | +31.9% |
| 1Y | +34.9% | +4.9% | +30.0% | +34.0% |
| 3Y | +58.6% | +142.6% | -84.0% | +49.5% |
| 5Y | +40.7% | +315.2% | -274.5% | +28.4% |
| All | +215.9% | +352.5% | -136.6% | +189.1% |
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