+542.0%
MS vs AIG
+67.5%
+474.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +5.1% | +6.6% | -1.5% | +1.2% |
| 30D | +5.7% | +7.0% | -1.3% | +1.4% |
| 3M | -12.2% | +9.7% | -21.9% | -17.2% |
| 6M | -0.5% | +10.8% | -11.3% | -7.3% |
| YTD | +9.8% | -1.3% | +11.1% | +8.6% |
| 1Y | +17.7% | +8.4% | +9.4% | +9.7% |
| 3Y | +176.8% | +39.0% | +137.8% | +117.7% |
| 5Y | +123.7% | +59.6% | +64.1% | +58.1% |
| All | +542.0% | +67.5% | +474.5% | +274.9% |
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