+6,288.2%
MS vs AIG
-44.1%
+6,332.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +1.4% | -0.9% | +2.3% | +1.8% |
| 30D | -0.3% | -4.9% | +4.6% | +1.8% |
| 3M | +0.3% | +4.5% | -4.2% | -1.9% |
| 6M | +31.3% | -1.4% | +32.8% | +31.3% |
| YTD | +24.7% | -9.8% | +34.5% | +28.8% |
| 1Y | +47.9% | -4.5% | +52.4% | +48.5% |
| 3Y | +178.3% | +37.4% | +140.9% | +139.8% |
| 5Y | +144.9% | +55.0% | +89.9% | +99.5% |
| 10Y | +804.5% | +63.7% | +740.9% | +596.1% |
| All | +6,288.2% | -44.1% | +6,332.3% | +4,170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling