+1,670.3%
MAS vs AJG
+13,035.8%
-11,365.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | +3.3% | +0.6% | +2.7% | +3.1% |
| 30D | +25.5% | +20.6% | +4.9% | +16.4% |
| 3M | +11.8% | +13.4% | -1.6% | +6.0% |
| 6M | +21.3% | +41.9% | -20.6% | +4.3% |
| YTD | +37.7% | +9.4% | +28.3% | +30.3% |
| 1Y | +41.0% | +13.6% | +27.5% | +31.2% |
| 3Y | +63.0% | +17.0% | +46.0% | +46.3% |
| 5Y | +44.1% | +82.9% | -38.8% | +6.8% |
| 10Y | +224.3% | +557.1% | -332.8% | +42.3% |
| All | +1,670.3% | +13,035.8% | -11,365.5% | +346.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling