+737.5%
MS vs AGG
+98.1%
+639.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +1.4% | -0.2% | +1.5% | +1.4% |
| 30D | -0.3% | -0.4% | +0.1% | -0.2% |
| 3M | +0.3% | -0.7% | +1.0% | +0.5% |
| 6M | +31.3% | -1.5% | +32.9% | +31.8% |
| YTD | +24.7% | -0.3% | +24.9% | +24.8% |
| 1Y | +47.9% | +1.3% | +46.6% | +47.5% |
| 3Y | +178.3% | +13.2% | +165.1% | +170.1% |
| 5Y | +144.9% | -1.4% | +146.3% | +141.2% |
| 10Y | +804.5% | +14.9% | +789.7% | +775.1% |
| All | +737.5% | +98.1% | +639.4% | +329.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling