+537.0%
MS vs AG
+80.4%
+456.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.3% |
| 7D | +3.7% | -6.0% | +9.7% | +4.2% |
| 30D | +2.0% | -14.3% | +16.3% | +3.1% |
| 3M | -12.6% | -26.9% | +14.4% | -10.7% |
| 6M | -0.3% | -42.1% | +41.8% | +3.2% |
| YTD | +9.0% | -15.9% | +24.8% | +8.9% |
| 1Y | +13.9% | +11.5% | +2.3% | +11.4% |
| 3Y | +173.6% | +208.0% | -34.4% | +145.0% |
| 5Y | +122.0% | +2.4% | +119.6% | +106.9% |
| All | +537.0% | +80.4% | +456.6% | +473.1% |
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