+423.4%
MS vs AG
+445.6%
-22.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 3M | +0.3% | +6.2% | -5.9% | -1.0% |
| 6M | +31.3% | -26.7% | +58.0% | +34.6% |
| YTD | +24.7% | +26.1% | -1.5% | +18.6% |
| 1Y | +47.9% | +131.7% | -83.7% | +29.8% |
| 3Y | +178.3% | +255.3% | -77.0% | +122.9% |
| 5Y | +144.9% | +61.9% | +83.0% | +108.4% |
| 10Y | +804.5% | +72.0% | +732.5% | +577.5% |
| All | +423.4% | +445.6% | -22.2% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling