+100.0%
MSI vs AGI
+392.7%
-292.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -4.0% | +2.2% | -6.2% | -4.2% |
| 30D | -0.5% | +11.3% | -11.7% | -1.4% |
| 3M | +11.4% | +5.6% | +5.8% | +10.6% |
| 6M | +1.0% | -27.7% | +28.6% | +3.7% |
| YTD | +20.7% | -4.1% | +24.7% | +19.3% |
| 1Y | -2.7% | +13.8% | -16.5% | -6.3% |
| 3Y | +68.2% | +217.0% | -148.8% | +38.4% |
| 5Y | +100.0% | +404.3% | -304.4% | +49.7% |
| All | +100.0% | +392.7% | -292.7% | +49.7% |
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 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