+597.6%
MSI vs AGI
+388.9%
+208.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.0% |
| 7D | -1.8% | -5.3% | +3.5% | -1.6% |
| 30D | -0.6% | +6.8% | -7.4% | -1.0% |
| 3M | +13.0% | +8.3% | +4.7% | +12.5% |
| 6M | +0.5% | -29.2% | +29.7% | +1.7% |
| YTD | +21.7% | -7.3% | +29.0% | +21.4% |
| 1Y | -2.6% | +8.0% | -10.6% | -3.7% |
| 3Y | +69.7% | +206.6% | -136.9% | +59.5% |
| 5Y | +102.8% | +398.1% | -295.4% | +86.7% |
| All | +597.6% | +388.9% | +208.7% | +555.0% |
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