+13,824.2%
MA vs SGI
+2,123.3%
+11,700.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -2.7% | +8.5% | -11.2% | -4.6% |
| 30D | +1.5% | +0.7% | +0.9% | +1.2% |
| 3M | +20.4% | +0.6% | +19.8% | +19.7% |
| 6M | +11.1% | -17.9% | +29.1% | +14.8% |
| YTD | +2.0% | -21.2% | +23.1% | +6.0% |
| 1Y | -2.2% | -18.9% | +16.7% | +0.7% |
| 3Y | +41.9% | +52.6% | -10.7% | +23.8% |
| 5Y | +75.4% | +60.7% | +14.6% | +46.5% |
| 10Y | +527.5% | +278.1% | +249.4% | +284.9% |
| All | +13,824.2% | +2,123.3% | +11,700.9% | +4,220.5% |
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