+488.4%
MAS vs SGI
+2,081.7%
-1,593.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.8% | -1.2% | +3.5% |
| 7D | +14.2% | +12.1% | +2.1% | +10.2% |
| 30D | +26.8% | +12.1% | +14.7% | +22.4% |
| 3M | +13.1% | +0.4% | +12.7% | +12.9% |
| 6M | +27.9% | -4.0% | +31.9% | +29.3% |
| YTD | +38.7% | -21.2% | +59.9% | +48.4% |
| 1Y | +40.4% | -12.1% | +52.4% | +44.6% |
| 3Y | +66.1% | +83.9% | -17.8% | +35.9% |
| 5Y | +47.4% | +63.3% | -15.9% | +21.3% |
| 10Y | +238.3% | +442.9% | -204.6% | +67.3% |
| All | +488.4% | +2,081.7% | -1,593.4% | +35.0% |
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 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