+624.1%
MS vs AGG
+97.9%
+526.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | -0.9% | +2.1% | -3.0% | -1.5% |
| 3M | -13.0% | -0.3% | -12.6% | -12.9% |
| 6M | -2.0% | -0.9% | -1.0% | -1.7% |
| YTD | +7.8% | -0.3% | +8.1% | +7.9% |
| 1Y | +17.9% | 0.0% | +17.8% | +17.9% |
| 3Y | +174.8% | +15.3% | +159.5% | +165.7% |
| 5Y | +119.9% | -1.4% | +121.2% | +116.6% |
| 10Y | +578.8% | +16.9% | +562.0% | +553.1% |
| All | +624.1% | +97.9% | +526.2% | +271.1% |
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