+219.4%
MOS vs SGI
+2,021.1%
-1,801.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.1% | +4.0% |
| 7D | +22.5% | +5.3% | +17.2% | +21.0% |
| 30D | +6.6% | +8.2% | -1.5% | +4.4% |
| 3M | -3.8% | -2.2% | -1.6% | -3.4% |
| 6M | -2.2% | -8.4% | +6.2% | -0.6% |
| YTD | -4.8% | -23.4% | +18.7% | +0.8% |
| 1Y | -11.7% | -14.0% | +2.3% | -9.8% |
| 3Y | -26.5% | +78.8% | -105.3% | -39.3% |
| 5Y | -32.2% | +58.6% | -90.8% | -44.6% |
| 10Y | +10.2% | +427.8% | -417.7% | -39.0% |
| All | +219.4% | +2,021.1% | -1,801.7% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling