+60.3%
MAS vs AJG
+17.5%
+42.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.1% |
| 7D | +3.0% | +0.5% | +2.5% | +2.9% |
| 30D | +22.4% | +19.4% | +3.1% | +19.3% |
| 3M | +14.5% | +11.9% | +2.6% | +12.4% |
| 6M | +27.1% | +48.3% | -21.1% | +20.2% |
| YTD | +35.8% | +10.3% | +25.4% | +33.6% |
| 1Y | +39.4% | +11.5% | +27.9% | +36.9% |
| 3Y | +60.3% | +17.5% | +42.7% | +61.0% |
| All | +60.3% | +17.5% | +42.7% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling