+820.4%
MSCI vs AG
+72.5%
+747.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -1.9% | -4.0% | +2.1% | -1.6% |
| 30D | +16.5% | -13.1% | +29.5% | +17.5% |
| 3M | +18.2% | -22.0% | +40.2% | +19.9% |
| 6M | +14.0% | -37.3% | +51.2% | +17.0% |
| YTD | +16.6% | -11.2% | +27.8% | +15.0% |
| 1Y | +14.8% | +23.9% | -9.1% | +9.8% |
| 3Y | +33.3% | +225.1% | -191.9% | +12.7% |
| 5Y | +9.1% | +7.7% | +1.3% | -0.9% |
| 10Y | +820.4% | +86.9% | +733.5% | +677.4% |
| All | +820.4% | +72.5% | +747.9% | +677.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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