+7.2%
MAS vs AGI
-30.5%
+37.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.2% |
| 7D | -0.8% | +0.6% | -1.3% | -0.9% |
| 30D | -5.6% | +18.2% | -23.8% | -9.6% |
| 3M | +4.4% | -4.1% | +8.6% | +4.7% |
| 6M | +7.2% | -28.7% | +35.9% | +16.2% |
| All | +7.2% | -30.5% | +37.7% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling