+568.4%
MA vs SGI
+356.4%
+212.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.7% | +1.7% |
| 7D | +1.8% | -3.9% | +5.7% | +2.7% |
| 30D | +11.8% | +0.9% | +10.9% | +11.4% |
| 3M | +17.2% | -2.9% | +20.1% | +17.6% |
| 6M | +33.4% | -9.0% | +42.3% | +35.1% |
| YTD | +16.1% | -29.2% | +45.3% | +24.0% |
| 1Y | +19.9% | -32.3% | +52.2% | +29.4% |
| 3Y | +70.1% | +72.4% | -2.3% | +41.7% |
| 5Y | +89.6% | +50.6% | +39.0% | +56.9% |
| 10Y | +568.4% | +335.2% | +233.2% | +292.8% |
| All | +568.4% | +356.4% | +212.0% | +292.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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