+44.7%
MS vs AGI
+12.0%
+32.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +1.7% | +2.2% | -0.5% | +1.4% |
| 30D | 0.0% | +11.3% | -11.3% | -1.3% |
| 3M | +3.0% | +5.6% | -2.7% | +1.7% |
| 6M | +35.7% | -27.7% | +63.3% | +38.1% |
| YTD | +23.3% | -4.1% | +27.4% | +20.8% |
| 1Y | +44.7% | +13.8% | +30.9% | +36.2% |
| All | +44.7% | +12.0% | +32.6% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling