-7.5%
MSCI vs AG
+64.2%
-71.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | +0.4% | +1.0% | -0.6% | +0.3% |
| 30D | +0.6% | +19.2% | -18.6% | -1.0% |
| 3M | -7.1% | +6.2% | -13.2% | -8.0% |
| 6M | +0.8% | -26.7% | +27.5% | +2.8% |
| YTD | +1.0% | +26.1% | -25.1% | -3.4% |
| 1Y | +4.3% | +131.7% | -127.3% | -7.6% |
| 3Y | +9.9% | +255.3% | -245.4% | -12.2% |
| All | -7.5% | +64.2% | -71.7% | -21.2% |
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