+2,417.1%
MSCI vs AGI
+558.1%
+1,859.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | +0.4% | +0.6% | -0.2% | +0.4% |
| 30D | +0.6% | +18.2% | -17.7% | -0.5% |
| 3M | -7.1% | -4.1% | -2.9% | -7.1% |
| 6M | +0.8% | -28.7% | +29.5% | +2.4% |
| YTD | +1.0% | -4.0% | +5.0% | +0.4% |
| 1Y | +4.3% | +17.4% | -13.1% | +2.1% |
| 3Y | +9.9% | +203.0% | -193.1% | +0.4% |
| 5Y | -6.8% | +376.7% | -383.4% | -17.8% |
| 10Y | +614.7% | +407.5% | +207.2% | +510.1% |
| All | +2,417.1% | +558.1% | +1,859.0% | +1,681.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling