+58.6%
MAS vs AGI
+141.1%
-82.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.1% |
| 7D | +2.0% | +16.0% | -14.0% | +0.9% |
| 30D | +19.4% | +1.0% | +18.4% | +19.0% |
| 3M | +9.4% | +2.5% | +7.0% | +9.0% |
| 6M | +15.3% | -24.0% | +39.4% | +16.3% |
| YTD | +31.3% | -17.2% | +48.6% | +32.6% |
| 1Y | +34.9% | +4.9% | +30.0% | +36.5% |
| 3Y | +58.6% | +142.6% | -84.0% | +48.6% |
| All | +58.6% | +141.1% | -82.5% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling