+145.1%
MS vs AGI
+385.7%
-240.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | -0.3% | +18.2% | -18.5% | -2.1% |
| 3M | +0.3% | -4.1% | +4.4% | +0.3% |
| 6M | +31.3% | -28.7% | +60.0% | +34.8% |
| YTD | +24.7% | -4.0% | +28.6% | +23.4% |
| 1Y | +47.9% | +17.4% | +30.5% | +42.8% |
| 3Y | +178.3% | +203.0% | -24.7% | +134.7% |
| All | +145.1% | +385.7% | -240.7% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling