+210.3%
MAS vs AJG
+574.2%
-363.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -0.5% |
| 7D | +2.4% | +2.0% | +0.3% | +1.5% |
| 30D | +19.8% | +24.0% | -4.2% | +8.6% |
| 3M | +9.8% | +12.2% | -2.3% | +3.9% |
| 6M | +15.8% | +43.9% | -28.1% | -3.8% |
| YTD | +31.8% | +9.8% | +22.0% | +23.8% |
| 1Y | +35.4% | +16.2% | +19.2% | +23.2% |
| 3Y | +59.2% | +19.3% | +39.9% | +36.2% |
| 5Y | +41.2% | +85.0% | -43.8% | -8.9% |
| All | +210.3% | +574.2% | -363.9% | -7.3% |
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