+41.1%
MS vs AJG
-17.2%
+58.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.3% |
| 7D | -2.1% | -8.5% | +6.4% | -2.5% |
| 30D | -1.1% | -3.8% | +2.6% | -1.2% |
| 3M | +3.5% | +10.8% | -7.4% | +2.9% |
| 6M | +33.7% | +15.6% | +18.1% | +32.7% |
| YTD | +21.8% | -5.1% | +26.9% | +21.1% |
| 1Y | +41.1% | -16.0% | +57.1% | +38.5% |
| All | +41.1% | -17.2% | +58.3% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling