+0.6%
MOS vs SGI
+337.7%
-337.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | +5.5% | -10.5% | +15.9% | +9.6% |
| 30D | +21.0% | +0.1% | +20.8% | +20.7% |
| 3M | -0.5% | -4.0% | +3.5% | +0.6% |
| 6M | +6.6% | -5.6% | +12.2% | +7.7% |
| YTD | -2.8% | -29.5% | +26.7% | +7.9% |
| 1Y | -8.1% | -31.5% | +23.5% | +3.1% |
| 3Y | -25.6% | +71.6% | -97.2% | -43.0% |
| 5Y | -29.8% | +50.5% | -80.3% | -46.8% |
| 10Y | +0.6% | +333.9% | -333.3% | -58.0% |
| All | +0.6% | +337.7% | -337.1% | -58.0% |
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 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