+537.1%
MAS vs AGI
+5,459.2%
-4,922.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +1.9% |
| 7D | -0.8% | +0.6% | -1.3% | -0.8% |
| 30D | -5.6% | +18.2% | -23.8% | -6.4% |
| 3M | +4.4% | -4.1% | +8.6% | +4.5% |
| 6M | +7.2% | -28.7% | +35.9% | +8.7% |
| YTD | +16.1% | -4.0% | +20.1% | +15.8% |
| 1Y | +0.1% | +17.4% | -17.3% | -1.3% |
| 3Y | +28.3% | +203.0% | -174.7% | +19.6% |
| 5Y | +30.5% | +376.7% | -346.2% | +18.1% |
| 10Y | +139.1% | +407.5% | -268.4% | +109.6% |
| All | +537.1% | +5,459.2% | -4,922.1% | +420.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling