+143.2%
MS vs AJG
+77.5%
+65.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +0.5% |
| 7D | +1.7% | -7.4% | +9.1% | +4.0% |
| 30D | 0.0% | -3.0% | +3.0% | +0.8% |
| 3M | +3.0% | +12.8% | -9.9% | -2.5% |
| 6M | +35.7% | +12.8% | +22.8% | +28.1% |
| YTD | +23.3% | -4.7% | +28.1% | +23.9% |
| 1Y | +44.7% | -17.2% | +61.9% | +54.1% |
| 3Y | +178.0% | +10.2% | +167.8% | +147.2% |
| 5Y | +143.2% | +76.9% | +66.3% | +49.5% |
| All | +143.2% | +77.5% | +65.7% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling