+119.9%
MS vs AGG
-1.4%
+121.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | -0.9% | +2.1% | -3.0% | -2.0% |
| 3M | -13.0% | -0.3% | -12.6% | -12.8% |
| 6M | -2.0% | -0.9% | -1.0% | -1.5% |
| YTD | +7.8% | -0.3% | +8.1% | +8.0% |
| 1Y | +17.9% | 0.0% | +17.8% | +17.9% |
| 3Y | +174.8% | +15.3% | +159.5% | +154.8% |
| 5Y | +119.9% | -1.4% | +121.2% | +82.7% |
| All | +119.9% | -1.4% | +121.3% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling