+39.1%
MAS vs AGI
+245.8%
-206.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.1% |
| 7D | +1.2% | -7.5% | +8.7% | +1.9% |
| 30D | +21.6% | -9.9% | +31.5% | +22.5% |
| 3M | +14.1% | -14.2% | +28.3% | +15.4% |
| 6M | +22.6% | -35.2% | +57.8% | +26.5% |
| YTD | +35.4% | -25.2% | +60.7% | +37.8% |
| 1Y | +37.5% | -14.3% | +51.8% | +38.4% |
| 3Y | +58.3% | +127.7% | -69.4% | +39.2% |
| 5Y | +39.1% | +243.4% | -204.3% | +10.9% |
| All | +39.1% | +245.8% | -206.7% | +10.9% |
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