+93.3%
MA vs SGI
+58.5%
+34.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.8% |
| 7D | +3.2% | +5.3% | -2.1% | +1.9% |
| 30D | +15.9% | +8.2% | +7.8% | +13.8% |
| 3M | +15.2% | -2.2% | +17.4% | +15.3% |
| 6M | +32.4% | -8.4% | +40.8% | +33.7% |
| YTD | +15.6% | -23.4% | +39.1% | +21.4% |
| 1Y | +19.3% | -14.0% | +33.3% | +21.0% |
| 3Y | +73.0% | +78.8% | -5.8% | +40.7% |
| All | +93.3% | +58.5% | +34.7% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling