+47.4%
SGI vs MOH
-19.7%
+67.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | -4.5% | +1.7% | -6.2% | -4.6% |
| 30D | +4.2% | -0.9% | +5.1% | +4.2% |
| 3M | -7.4% | +5.7% | -13.2% | -8.4% |
| 6M | -15.1% | +39.1% | -54.2% | -18.9% |
| YTD | -24.7% | +17.7% | -42.4% | -27.2% |
| 1Y | -21.8% | +8.4% | -30.1% | -23.8% |
| 3Y | +50.0% | -36.6% | +86.6% | +52.7% |
| All | +47.4% | -19.7% | +67.0% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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