+773.9%
MS vs AJG
+480.2%
+293.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.0% |
| 7D | -2.1% | -8.5% | +6.4% | +3.1% |
| 30D | -1.1% | -3.8% | +2.6% | +0.8% |
| 3M | +3.5% | +10.8% | -7.4% | -4.9% |
| 6M | +33.7% | +15.6% | +18.1% | +18.6% |
| YTD | +21.8% | -5.1% | +26.9% | +21.6% |
| 1Y | +41.1% | -16.0% | +57.1% | +51.6% |
| 3Y | +174.5% | +9.7% | +164.8% | +130.0% |
| 5Y | +140.7% | +77.8% | +62.8% | +30.2% |
| All | +773.9% | +480.2% | +293.7% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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