+553.7%
MS vs AGI
+335.7%
+218.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.6% | +0.4% |
| 7D | +0.8% | +13.9% | -13.1% | +0.3% |
| 30D | -0.7% | -6.2% | +5.5% | -0.5% |
| 3M | -12.4% | -6.9% | -5.4% | -12.2% |
| 6M | -1.7% | -28.7% | +27.0% | -1.0% |
| YTD | +8.0% | -19.8% | +27.8% | +8.4% |
| 1Y | +16.2% | -4.8% | +21.0% | +16.1% |
| 3Y | +171.3% | +144.3% | +27.0% | +166.3% |
| 5Y | +124.8% | +277.2% | -152.5% | +119.4% |
| 10Y | +553.7% | +365.9% | +187.8% | +569.8% |
| All | +553.7% | +335.7% | +218.0% | +569.8% |
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