+810.7%
MOD vs SGI
+318.6%
+492.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.8% |
| 7D | +16.1% | -10.7% | +26.8% | +21.9% |
| 30D | -38.5% | -3.6% | -34.9% | -38.7% |
| 3M | -46.8% | -5.4% | -41.4% | -46.6% |
| 6M | -61.6% | -7.0% | -54.6% | -61.2% |
| YTD | -20.5% | -31.6% | +11.1% | -8.2% |
| 1Y | -28.0% | -33.5% | +5.5% | -15.5% |
| 3Y | +134.9% | +66.5% | +68.5% | +84.7% |
| 5Y | +833.2% | +42.2% | +791.0% | +653.6% |
| All | +810.7% | +318.6% | +492.2% | +372.8% |
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