+841.8%
MS vs AGI
+5,459.2%
-4,617.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | -0.3% | +18.2% | -18.5% | -1.3% |
| 3M | +0.3% | -4.1% | +4.4% | +0.3% |
| 6M | +31.3% | -28.7% | +60.0% | +33.4% |
| YTD | +24.7% | -4.0% | +28.6% | +24.2% |
| 1Y | +47.9% | +17.4% | +30.5% | +45.5% |
| 3Y | +178.3% | +203.0% | -24.7% | +157.7% |
| 5Y | +144.9% | +376.7% | -231.8% | +119.5% |
| 10Y | +804.5% | +407.5% | +397.1% | +676.9% |
| All | +841.8% | +5,459.2% | -4,617.4% | +652.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling