+556.2%
MS vs AGG
+16.4%
+539.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -1.7% | -0.6% | -1.2% | -1.6% |
| 30D | +0.9% | +1.2% | -0.3% | +0.7% |
| 3M | -10.8% | -0.8% | -10.0% | -10.7% |
| 6M | +0.9% | -1.4% | +2.3% | +1.1% |
| YTD | +9.8% | -1.1% | +10.9% | +10.0% |
| 1Y | +17.1% | -1.0% | +18.1% | +17.3% |
| 3Y | +175.7% | +14.1% | +161.6% | +171.2% |
| 5Y | +125.9% | -1.3% | +127.1% | +110.1% |
| 10Y | +556.2% | +16.6% | +539.5% | +916.8% |
| All | +556.2% | +16.4% | +539.8% | +916.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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