+15,614.6%
MA vs SGI
+1,941.9%
+13,672.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.8% |
| 7D | +2.3% | +1.0% | +1.3% | +2.1% |
| 30D | +14.7% | +3.9% | +10.8% | +13.6% |
| 3M | +13.5% | -0.8% | +14.3% | +13.4% |
| 6M | +33.1% | -18.0% | +51.1% | +37.8% |
| YTD | +15.1% | -27.6% | +42.7% | +21.7% |
| 1Y | +18.7% | -27.2% | +46.0% | +25.4% |
| 3Y | +72.1% | +76.0% | -3.9% | +45.4% |
| 5Y | +92.8% | +50.0% | +42.8% | +63.5% |
| 10Y | +571.6% | +399.1% | +172.6% | +290.8% |
| All | +15,614.6% | +1,941.9% | +13,672.7% | +4,862.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling