+48.9%
MSFT vs AGI
+214.4%
-165.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -1.0% | +2.2% | -3.3% | -1.2% |
| 30D | -2.7% | +11.3% | -13.9% | -3.6% |
| 3M | +22.1% | +5.6% | +16.5% | +21.4% |
| 6M | +20.6% | -27.7% | +48.2% | +23.5% |
| YTD | +2.3% | -4.1% | +6.4% | +1.9% |
| 1Y | -0.5% | +13.8% | -14.3% | -2.3% |
| All | +48.9% | +214.4% | -165.5% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling