+61.7%
MAS vs AGI
+135.4%
-73.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.6% | -7.0% | -3.7% |
| 7D | +4.6% | +7.8% | -3.3% | +3.9% |
| 30D | +19.9% | -5.0% | +24.9% | +20.0% |
| 3M | +8.9% | -0.5% | +9.4% | +8.7% |
| 6M | +20.2% | -19.9% | +40.0% | +21.0% |
| YTD | +33.9% | -19.2% | +53.1% | +35.4% |
| 1Y | +34.7% | +0.6% | +34.1% | +36.5% |
| All | +61.7% | +135.4% | -73.7% | +51.8% |
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