+210.8%
MGY vs SGI
+446.5%
-235.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.3% | +2.0% |
| 7D | +1.5% | +0.6% | +0.9% | +1.3% |
| 30D | +6.8% | +5.5% | +1.3% | +4.7% |
| 3M | +2.6% | -3.6% | +6.2% | +2.4% |
| 6M | -3.1% | -15.0% | +11.9% | -1.2% |
| YTD | +29.4% | -23.0% | +52.4% | +36.0% |
| 1Y | +22.3% | -18.4% | +40.7% | +25.1% |
| 3Y | +26.6% | +57.8% | -31.2% | -0.7% |
| 5Y | +92.1% | +51.5% | +40.7% | +46.5% |
| All | +210.8% | +446.5% | -235.7% | +31.0% |
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