+3.8%
MSCI vs AG
+12.9%
-9.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.4% |
| 7D | +2.8% | +6.3% | -3.5% | +2.3% |
| 30D | +15.4% | -8.9% | +24.4% | +16.1% |
| 3M | +13.4% | -12.2% | +25.6% | +14.1% |
| 6M | +10.9% | -28.3% | +39.2% | +13.0% |
| YTD | +13.0% | -8.8% | +21.8% | +10.5% |
| 1Y | +12.0% | +39.4% | -27.3% | +4.2% |
| 3Y | +34.1% | +229.4% | -195.3% | +4.9% |
| All | +3.8% | +12.9% | -9.1% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling