+392.7%
MAS vs SGI
+2,083.6%
-1,690.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | -0.8% | +8.5% | -9.3% | -3.3% |
| 30D | -5.6% | +0.7% | -6.2% | -5.9% |
| 3M | +4.4% | +0.6% | +3.8% | +4.3% |
| 6M | +7.2% | -17.9% | +25.1% | +13.6% |
| YTD | +16.1% | -21.2% | +37.3% | +24.2% |
| 1Y | +0.1% | -18.9% | +19.0% | +5.7% |
| 3Y | +28.3% | +52.6% | -24.3% | +10.6% |
| 5Y | +30.5% | +60.7% | -30.3% | +7.6% |
| 10Y | +139.1% | +278.1% | -139.0% | +30.5% |
| All | +392.7% | +2,083.6% | -1,690.9% | +13.0% |
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