+500.9%
MAR vs SGI
+318.6%
+182.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | 0.0% |
| 7D | +1.8% | -10.7% | +12.5% | +5.6% |
| 30D | +14.3% | -3.6% | +17.9% | +15.2% |
| 3M | +20.0% | -5.4% | +25.4% | +21.3% |
| 6M | +21.7% | -7.0% | +28.8% | +22.9% |
| YTD | +37.7% | -31.6% | +69.3% | +53.6% |
| 1Y | +46.8% | -33.5% | +80.3% | +65.3% |
| 3Y | +121.0% | +66.5% | +54.6% | +75.4% |
| 5Y | +183.1% | +42.2% | +140.9% | +126.2% |
| All | +500.9% | +318.6% | +182.4% | +196.4% |
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 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