+542.0%
MS vs AJG
+538.5%
+3.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | -0.4% |
| 7D | +5.1% | +0.5% | +4.6% | +4.8% |
| 30D | +5.7% | +19.4% | -13.7% | -4.8% |
| 3M | -12.2% | +11.9% | -24.1% | -18.5% |
| 6M | -0.5% | +48.3% | -48.7% | -24.0% |
| YTD | +9.8% | +10.3% | -0.5% | -0.2% |
| 1Y | +17.7% | +11.5% | +6.2% | +5.8% |
| 3Y | +176.8% | +17.5% | +159.3% | +126.1% |
| 5Y | +123.7% | +79.8% | +43.9% | +25.4% |
| All | +542.0% | +538.5% | +3.5% | +39.9% |
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