+20.2%
MAS vs AGI
-21.5%
+41.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.6% | -7.0% | -4.1% |
| 7D | +4.6% | +7.8% | -3.3% | +2.8% |
| 30D | +19.9% | -5.0% | +24.9% | +20.2% |
| 3M | +8.9% | -0.5% | +9.4% | +7.7% |
| 6M | +20.2% | -19.9% | +40.0% | +23.6% |
| All | +20.2% | -21.5% | +41.7% | +23.6% |
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 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