+1,826.0%
SGI vs MOH
+1,160.6%
+665.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | +0.6% | -4.2% | +4.8% | +1.8% |
| 30D | +5.5% | -2.4% | +7.9% | +6.0% |
| 3M | -3.6% | -4.4% | +0.8% | -3.2% |
| 6M | -15.0% | +32.9% | -48.0% | -22.7% |
| YTD | -23.0% | +11.9% | -34.9% | -28.1% |
| 1Y | -18.4% | +6.9% | -25.3% | -23.7% |
| 3Y | +57.8% | -39.4% | +97.2% | +63.3% |
| 5Y | +51.5% | -25.0% | +76.4% | +44.4% |
| 10Y | +275.2% | +244.9% | +30.3% | +110.0% |
| All | +1,826.0% | +1,160.6% | +665.4% | +504.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling