+135.4%
MAS vs AJG
+483.0%
-347.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -0.6% |
| 7D | +1.0% | -3.8% | +4.7% | +2.8% |
| 30D | -8.1% | +1.6% | -9.7% | -8.9% |
| 3M | +3.3% | +18.6% | -15.3% | -5.8% |
| 6M | +12.4% | +10.9% | +1.6% | +5.3% |
| YTD | +13.3% | -2.0% | +15.2% | +12.2% |
| 1Y | -4.7% | -14.9% | +10.3% | +1.3% |
| 3Y | +33.0% | +13.4% | +19.5% | +15.2% |
| 5Y | +33.9% | +83.2% | -49.4% | -15.3% |
| 10Y | +135.4% | +484.3% | -348.9% | -32.0% |
| All | +135.4% | +483.0% | -347.6% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 10y: compounded portfolio wealth divided by compounded AJG 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…
10y analysis · Full analysis span regression · 6 months rolling