+794.2%
MS vs AIG
+61.7%
+732.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.5% |
| 7D | +2.5% | -1.6% | +4.0% | +3.4% |
| 30D | 0.0% | -5.2% | +5.2% | +3.1% |
| 3M | +2.4% | +1.5% | +1.0% | +1.0% |
| 6M | +36.4% | -3.9% | +40.3% | +38.4% |
| YTD | +23.8% | -11.6% | +35.4% | +31.1% |
| 1Y | +48.6% | -2.9% | +51.6% | +47.3% |
| 3Y | +179.1% | +33.7% | +145.4% | +124.5% |
| 5Y | +144.8% | +52.7% | +92.2% | +77.2% |
| 10Y | +794.2% | +62.6% | +731.6% | +421.8% |
| All | +794.2% | +61.7% | +732.5% | +421.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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