+871.0%
MOD vs SGI
+397.2%
+473.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.5% | +11.2% | +8.2% |
| 7D | -25.5% | +1.0% | -26.5% | -26.9% |
| 30D | -49.0% | +3.9% | -52.9% | -50.9% |
| 3M | -49.8% | -0.8% | -49.0% | -50.7% |
| 6M | -64.8% | -18.0% | -46.8% | -62.5% |
| YTD | -27.6% | -27.6% | 0.0% | -18.6% |
| 1Y | -35.2% | -27.2% | -8.0% | -26.9% |
| 3Y | +137.1% | +76.0% | +61.2% | +81.7% |
| 5Y | +760.3% | +50.0% | +710.3% | +577.2% |
| All | +871.0% | +397.2% | +473.8% | +381.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling