+61.7%
MAS vs SGI
+78.8%
-17.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.7% | -2.0% |
| 7D | +4.6% | +5.3% | -0.8% | +1.8% |
| 30D | +19.9% | +8.2% | +11.7% | +15.1% |
| 3M | +8.9% | -2.2% | +11.1% | +9.7% |
| 6M | +20.2% | -8.4% | +28.6% | +24.4% |
| YTD | +33.9% | -23.4% | +57.3% | +49.8% |
| 1Y | +34.7% | -14.0% | +48.6% | +40.7% |
| All | +61.7% | +78.8% | -17.1% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling