+1,392.2%
MAS vs AJG
+12,164.6%
-10,772.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.4% |
| 7D | -0.8% | -1.8% | +1.1% | 0.0% |
| 30D | -5.6% | +4.6% | -10.2% | -7.4% |
| 3M | +4.4% | +24.9% | -20.5% | -5.3% |
| 6M | +7.2% | +17.2% | -10.0% | -0.8% |
| YTD | +16.1% | +2.2% | +14.0% | +13.0% |
| 1Y | +0.1% | -11.5% | +11.6% | +3.0% |
| 3Y | +28.3% | +16.7% | +11.6% | +15.2% |
| 5Y | +30.5% | +89.6% | -59.2% | -4.9% |
| 10Y | +139.1% | +512.4% | -373.3% | +8.1% |
| All | +1,392.2% | +12,164.6% | -10,772.4% | +286.8% |
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