+1,942.3%
MO vs SGI
+2,073.9%
-131.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -2.0% | +9.3% | -11.3% | -2.7% |
| 30D | -0.3% | +6.9% | -7.1% | -0.8% |
| 3M | -2.9% | +2.8% | -5.8% | -3.3% |
| 6M | +5.8% | -12.6% | +18.4% | +6.4% |
| YTD | +22.0% | -21.5% | +43.5% | +23.7% |
| 1Y | +10.7% | -18.8% | +29.4% | +11.8% |
| 3Y | +94.4% | +60.8% | +33.5% | +83.3% |
| 5Y | +97.2% | +60.0% | +37.2% | +83.2% |
| 10Y | +103.0% | +267.8% | -164.9% | +68.1% |
| All | +1,942.3% | +2,073.9% | -131.6% | +1,127.4% |
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