+537.0%
MS vs AGI
+391.9%
+145.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.6% |
| 7D | +3.7% | -7.5% | +11.2% | +4.0% |
| 30D | +2.0% | -9.9% | +11.8% | +2.3% |
| 3M | -12.6% | -14.2% | +1.6% | -12.2% |
| 6M | -0.3% | -35.2% | +34.9% | +0.8% |
| YTD | +9.0% | -25.2% | +34.2% | +9.6% |
| 1Y | +13.9% | -14.3% | +28.2% | +14.1% |
| 3Y | +173.6% | +127.7% | +45.9% | +169.0% |
| 5Y | +122.0% | +243.4% | -121.5% | +116.8% |
| All | +537.0% | +391.9% | +145.1% | +555.6% |
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