+631.0%
MSCI vs AGI
+398.0%
+233.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | -1.1% | +2.2% | -3.3% | -1.2% |
| 30D | -1.2% | +11.3% | -12.4% | -1.8% |
| 3M | -8.4% | +5.6% | -14.0% | -8.8% |
| 6M | -1.0% | -27.7% | +26.6% | +0.4% |
| YTD | -2.3% | -4.1% | +1.8% | -2.8% |
| 1Y | -1.2% | +13.8% | -15.0% | -3.0% |
| 3Y | +7.9% | +217.0% | -209.1% | -2.2% |
| 5Y | -10.1% | +404.3% | -414.4% | -21.2% |
| 10Y | +631.0% | +400.5% | +230.5% | +556.7% |
| All | +631.0% | +398.0% | +233.0% | +556.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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