+112.4%
MS vs AGI
+310.5%
-198.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -3.0% | -0.8% |
| 7D | -1.6% | +16.0% | -17.5% | -3.3% |
| 30D | -3.8% | +1.0% | -4.7% | -4.1% |
| 3M | -14.6% | +2.5% | -17.1% | -15.1% |
| 6M | -5.1% | -24.0% | +19.0% | -3.0% |
| YTD | +4.5% | -17.2% | +21.8% | +4.9% |
| 1Y | +13.5% | +4.9% | +8.7% | +10.8% |
| 3Y | +160.4% | +142.6% | +17.8% | +123.0% |
| All | +112.4% | +310.5% | -198.1% | +59.3% |
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