+2,781.3%
MSCI vs AG
+232.8%
+2,548.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.4% |
| 7D | +6.0% | -2.9% | +8.9% | +6.3% |
| 30D | +18.2% | -15.1% | +33.3% | +19.8% |
| 3M | +15.1% | -15.4% | +30.5% | +16.4% |
| 6M | +13.7% | -21.9% | +35.6% | +15.0% |
| YTD | +15.6% | -10.4% | +26.0% | +13.8% |
| 1Y | +16.3% | +39.8% | -23.5% | +9.3% |
| 3Y | +36.9% | +209.5% | -172.7% | +14.4% |
| 5Y | +6.3% | +12.5% | -6.2% | -4.2% |
| 10Y | +823.0% | +79.5% | +743.5% | +629.4% |
| All | +2,781.3% | +232.8% | +2,548.5% | +1,249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling