+552.1%
MS vs AGI
+360.2%
+191.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +3.0% |
| 7D | +0.7% | +17.4% | -16.7% | +0.2% |
| 30D | -0.9% | -0.9% | 0.0% | -1.0% |
| 3M | -13.0% | -1.6% | -11.4% | -13.0% |
| 6M | -2.0% | -24.7% | +22.7% | -1.5% |
| YTD | +7.8% | -15.3% | +23.0% | +7.9% |
| 1Y | +17.9% | +5.5% | +12.4% | +17.4% |
| 3Y | +174.8% | +154.5% | +20.3% | +169.3% |
| 5Y | +119.9% | +310.6% | -190.8% | +114.3% |
| All | +552.1% | +360.2% | +191.8% | +567.0% |
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