-1.2%
MSCI vs AGI
+12.0%
-13.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | -1.1% | +2.2% | -3.3% | -1.0% |
| 30D | -1.2% | +11.3% | -12.4% | -0.7% |
| 3M | -8.4% | +5.6% | -14.0% | -7.7% |
| 6M | -1.0% | -27.7% | +26.6% | -1.4% |
| YTD | -2.3% | -4.1% | +1.8% | -1.6% |
| 1Y | -1.2% | +13.8% | -15.0% | -1.5% |
| All | -1.2% | +12.0% | -13.2% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling