+35.4%
MAS vs AGI
+2.1%
+33.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -4.0% | -1.9% |
| 7D | +2.4% | +16.0% | -13.6% | +0.2% |
| 30D | +19.8% | +1.0% | +18.9% | +19.1% |
| 3M | +9.8% | +2.5% | +7.4% | +8.8% |
| 6M | +15.8% | -24.0% | +39.8% | +18.7% |
| YTD | +31.8% | -17.2% | +49.1% | +34.9% |
| 1Y | +35.4% | +4.9% | +30.5% | +36.3% |
| All | +35.4% | +2.1% | +33.2% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling