+41.0%
MAS vs AGI
+310.5%
-269.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.1% |
| 7D | +2.0% | +16.0% | -14.0% | +0.5% |
| 30D | +19.4% | +1.0% | +18.4% | +19.0% |
| 3M | +9.4% | +2.5% | +7.0% | +8.8% |
| 6M | +15.3% | -24.0% | +39.4% | +17.3% |
| YTD | +31.3% | -17.2% | +48.6% | +32.3% |
| 1Y | +34.9% | +4.9% | +30.0% | +33.6% |
| 3Y | +58.6% | +142.6% | -84.0% | +38.9% |
| All | +41.0% | +310.5% | -269.6% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling