+212.3%
MAS vs AGI
+389.5%
-177.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +3.0% | -10.1% | +13.1% | +3.6% |
| 30D | +22.4% | -6.5% | +28.9% | +22.7% |
| 3M | +14.5% | -12.8% | +27.3% | +15.2% |
| 6M | +27.1% | -34.3% | +61.4% | +29.6% |
| YTD | +35.8% | -25.6% | +61.4% | +37.2% |
| 1Y | +39.4% | -14.2% | +53.6% | +40.0% |
| 3Y | +60.3% | +127.3% | -67.0% | +51.6% |
| 5Y | +39.4% | +241.8% | -202.3% | +28.3% |
| All | +212.3% | +389.5% | -177.2% | +182.5% |
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