+3,858.1%
MSI vs AJG
+11,150.2%
-7,292.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -0.4% | -8.3% | +7.9% | +2.7% |
| 30D | -0.8% | -5.7% | +4.9% | +1.2% |
| 3M | +13.9% | +9.1% | +4.9% | +10.0% |
| 6M | +1.3% | +15.2% | -13.9% | -4.3% |
| YTD | +22.3% | -6.3% | +28.6% | +23.6% |
| 1Y | -3.9% | -19.1% | +15.3% | +2.2% |
| 3Y | +69.9% | +8.2% | +61.7% | +60.8% |
| 5Y | +103.8% | +75.6% | +28.1% | +62.9% |
| 10Y | +606.4% | +471.1% | +135.3% | +281.0% |
| All | +3,858.1% | +11,150.2% | -7,292.1% | +1,101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling