+847.5%
MSCI vs AGI
+389.5%
+458.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +3.0% | -10.1% | +13.1% | +3.5% |
| 30D | +17.8% | -6.5% | +24.3% | +18.0% |
| 3M | +15.2% | -12.8% | +28.0% | +15.8% |
| 6M | +16.5% | -34.3% | +50.8% | +18.6% |
| YTD | +16.4% | -25.6% | +42.0% | +17.0% |
| 1Y | +16.8% | -14.2% | +31.0% | +16.4% |
| 3Y | +35.8% | +127.3% | -91.5% | +25.5% |
| 5Y | +7.0% | +241.8% | -234.8% | -4.4% |
| All | +847.5% | +389.5% | +458.0% | +763.3% |
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