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  • MAS vs AJG✓SelectedUSD · AJGMAS vs AJG performance historyLatest closeAs of-2.43%09/08
Stock and ETF performance explorer

MAS vs AJG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+135.4%
AJG return
+483.0%
Excess return
-347.6%
Maximum drawdown
-44.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioAJGExcessAlpha
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