+32.3%
MSCI vs AG
+227.5%
-195.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.5% | +1.8% |
| 7D | +2.7% | +6.0% | -3.3% | +2.5% |
| 30D | +16.2% | -13.5% | +29.8% | +16.7% |
| 3M | +17.1% | -20.7% | +37.8% | +17.7% |
| 6M | +13.0% | -31.5% | +44.6% | +14.2% |
| YTD | +15.8% | -10.1% | +25.9% | +14.5% |
| 1Y | +15.5% | +26.0% | -10.5% | +11.9% |
| 3Y | +32.3% | +228.9% | -196.6% | +11.7% |
| All | +32.3% | +227.5% | -195.1% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling