+154.1%
MAR vs SGI
+56.1%
+98.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.5% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | -4.7% | +5.5% | -10.2% | -6.7% |
| 3M | -15.6% | -3.6% | -12.0% | -15.1% |
| 6M | +1.2% | -15.0% | +16.2% | +5.9% |
| YTD | +7.5% | -23.0% | +30.5% | +16.0% |
| 1Y | +26.6% | -18.4% | +45.0% | +33.0% |
| 3Y | +66.0% | +57.8% | +8.2% | +33.5% |
| 5Y | +154.1% | +51.5% | +102.6% | +94.7% |
| All | +154.1% | +56.1% | +98.0% | +94.7% |
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