+794.2%
MS vs AGI
+373.6%
+420.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +2.5% | +4.4% | -1.9% | +2.3% |
| 30D | 0.0% | +10.0% | -10.0% | -0.3% |
| 3M | +2.4% | +1.7% | +0.7% | +2.2% |
| 6M | +36.4% | -26.8% | +63.2% | +37.1% |
| YTD | +23.8% | -5.3% | +29.1% | +23.6% |
| 1Y | +48.6% | +11.5% | +37.1% | +47.8% |
| 3Y | +179.1% | +212.9% | -33.8% | +172.2% |
| 5Y | +144.8% | +388.8% | -244.0% | +137.8% |
| 10Y | +794.2% | +383.6% | +410.6% | +804.2% |
| All | +794.2% | +373.6% | +420.6% | +804.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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