+4.9%
MSCI vs AGI
+318.8%
-313.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.6% |
| 7D | +1.5% | +17.4% | -15.9% | 0.0% |
| 30D | +14.4% | -0.9% | +15.3% | +14.3% |
| 3M | +15.2% | -1.6% | +16.8% | +15.0% |
| 6M | +11.2% | -24.7% | +35.9% | +13.7% |
| YTD | +13.9% | -15.3% | +29.2% | +13.4% |
| 1Y | +12.5% | +5.5% | +7.0% | +8.4% |
| 3Y | +32.3% | +154.5% | -122.2% | +3.6% |
| 5Y | +4.9% | +310.6% | -305.8% | -28.2% |
| All | +4.9% | +318.8% | -313.9% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling