+536.8%
MS vs SGI
+2,021.1%
-1,484.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.2% | -5.0% |
| 7D | -3.4% | +5.3% | -8.7% | -5.2% |
| 30D | -3.9% | +8.2% | -12.1% | -6.8% |
| 3M | -15.9% | -2.2% | -13.7% | -15.8% |
| 6M | -2.5% | -8.4% | +5.9% | -0.9% |
| YTD | +5.1% | -23.4% | +28.5% | +13.0% |
| 1Y | +13.0% | -14.0% | +26.9% | +15.9% |
| 3Y | +160.7% | +78.8% | +81.9% | +102.3% |
| 5Y | +114.0% | +58.6% | +55.4% | +64.9% |
| 10Y | +637.5% | +427.8% | +209.6% | +204.3% |
| All | +536.8% | +2,021.1% | -1,484.3% | -12.4% |
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