+820.4%
MOD vs SGI
+48.7%
+771.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.8% |
| 7D | +8.2% | -10.5% | +18.7% | +15.2% |
| 30D | -38.2% | +0.1% | -38.3% | -39.8% |
| 3M | -46.2% | -4.0% | -42.2% | -46.5% |
| 6M | -62.5% | -5.6% | -56.9% | -62.6% |
| YTD | -20.1% | -29.5% | +9.4% | -5.4% |
| 1Y | -29.7% | -31.5% | +1.8% | -14.8% |
| 3Y | +136.2% | +71.6% | +64.6% | +63.5% |
| 5Y | +820.4% | +50.5% | +769.8% | +526.2% |
| All | +820.4% | +48.7% | +771.6% | +526.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling