+556.2%
MS vs AG
+72.5%
+483.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.7% |
| 7D | -1.7% | -4.0% | +2.3% | -1.4% |
| 30D | +0.9% | -13.1% | +14.0% | +2.0% |
| 3M | -10.8% | -22.0% | +11.2% | -9.4% |
| 6M | +0.9% | -37.3% | +38.2% | +3.8% |
| YTD | +9.8% | -11.2% | +21.0% | +9.3% |
| 1Y | +17.1% | +23.9% | -6.9% | +13.6% |
| 3Y | +175.7% | +225.1% | -49.4% | +145.7% |
| 5Y | +125.9% | +7.7% | +118.1% | +109.7% |
| 10Y | +556.2% | +86.9% | +469.3% | +488.3% |
| All | +556.2% | +72.5% | +483.7% | +488.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling