+70.7%
MA vs SGI
+67.2%
+3.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +1.3% | -5.3% | +6.6% | +2.2% |
| 30D | +9.6% | -2.1% | +11.7% | +10.0% |
| 3M | +16.8% | -8.2% | +25.0% | +18.2% |
| 6M | +35.2% | -4.6% | +39.7% | +35.4% |
| YTD | +16.6% | -31.5% | +48.0% | +23.4% |
| 1Y | +19.8% | -30.8% | +50.6% | +26.5% |
| 3Y | +70.7% | +67.2% | +3.5% | +61.4% |
| All | +70.7% | +67.2% | +3.5% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling