+47.9%
MS vs AG
+125.2%
-77.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.5% |
| 7D | +1.4% | +1.0% | +0.4% | +1.2% |
| 30D | -0.3% | +19.2% | -19.4% | -2.6% |
| 3M | +0.3% | +6.2% | -5.9% | -1.3% |
| 6M | +31.3% | -26.7% | +58.0% | +33.4% |
| YTD | +24.7% | +26.1% | -1.5% | +17.6% |
| 1Y | +47.9% | +131.7% | -83.7% | +30.9% |
| All | +47.9% | +125.2% | -77.3% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling