+43.5%
MAS vs SGI
+57.3%
-13.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.7% | -2.1% |
| 7D | +4.6% | +5.3% | -0.8% | +2.0% |
| 30D | +19.9% | +8.2% | +11.7% | +15.5% |
| 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% | +49.1% |
| 1Y | +34.7% | -14.0% | +48.6% | +41.1% |
| 3Y | +60.4% | +78.8% | -18.4% | +18.8% |
| 5Y | +43.5% | +58.6% | -15.2% | +6.0% |
| All | +43.5% | +57.3% | -13.9% | +6.0% |
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