+2,351.2%
MAR vs SGI
+1,798.9%
+552.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +1.6% | -5.3% | +6.9% | +3.1% |
| 30D | +13.8% | -2.1% | +15.9% | +14.1% |
| 3M | +20.3% | -8.2% | +28.5% | +22.5% |
| 6M | +21.3% | -4.6% | +25.9% | +21.4% |
| YTD | +37.2% | -31.5% | +68.7% | +50.6% |
| 1Y | +48.4% | -30.8% | +79.3% | +62.4% |
| 3Y | +120.1% | +67.2% | +52.9% | +82.0% |
| 5Y | +182.1% | +42.5% | +139.6% | +135.9% |
| 10Y | +530.2% | +321.9% | +208.3% | +245.5% |
| All | +2,351.2% | +1,798.9% | +552.3% | +538.7% |
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 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