-11.1%
MOS vs SGI
-33.4%
+22.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.0% | -5.3% | +3.3% | -0.4% |
| 30D | +15.3% | -2.1% | +17.4% | +16.2% |
| 3M | +1.5% | -8.2% | +9.7% | +3.8% |
| 6M | -2.0% | -4.6% | +2.6% | -1.3% |
| YTD | -6.5% | -31.5% | +24.9% | +0.4% |
| 1Y | -11.1% | -30.8% | +19.8% | -4.4% |
| All | -11.1% | -33.4% | +22.3% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling