+601.1%
MSI vs AJG
+473.1%
+128.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -0.4% | -8.3% | +7.9% | +3.9% |
| 30D | -0.8% | -5.7% | +4.9% | +1.9% |
| 3M | +13.9% | +9.1% | +4.9% | +8.2% |
| 6M | +1.3% | +15.2% | -13.9% | -6.8% |
| YTD | +22.3% | -6.3% | +28.6% | +24.1% |
| 1Y | -3.9% | -19.1% | +15.3% | +5.3% |
| 3Y | +69.9% | +8.2% | +61.7% | +53.1% |
| 5Y | +103.8% | +75.6% | +28.1% | +38.2% |
| All | +601.1% | +473.1% | +128.0% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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