+114.0%
MS vs AG
+18.5%
+95.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.7% | -5.6% |
| 7D | -3.4% | -2.9% | -0.5% | -3.1% |
| 30D | -3.9% | -15.1% | +11.2% | -2.3% |
| 3M | -15.9% | -15.4% | -0.5% | -14.7% |
| 6M | -2.5% | -21.9% | +19.4% | -0.8% |
| YTD | +5.1% | -10.4% | +15.5% | +4.0% |
| 1Y | +13.0% | +39.8% | -26.9% | +6.4% |
| 3Y | +160.7% | +209.5% | -48.9% | +117.3% |
| 5Y | +114.0% | +12.5% | +101.5% | +87.6% |
| All | +114.0% | +18.5% | +95.5% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling