+210.4%
MGY vs SGI
+434.7%
-224.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | +3.5% | -4.5% | +8.0% | +5.0% |
| 30D | +5.3% | +4.2% | +1.1% | +3.6% |
| 3M | +2.6% | -7.4% | +10.1% | +3.9% |
| 6M | -3.3% | -15.1% | +11.8% | -1.4% |
| YTD | +29.2% | -24.7% | +53.9% | +36.7% |
| 1Y | +18.0% | -21.8% | +39.8% | +22.4% |
| 3Y | +30.0% | +50.0% | -20.0% | +3.9% |
| 5Y | +92.7% | +48.9% | +43.7% | +47.6% |
| All | +210.4% | +434.7% | -224.3% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling