+157.0%
MKSI vs SGI
-17.2%
+174.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.0% |
| 7D | +1.8% | +8.5% | -6.8% | -2.2% |
| 30D | -16.8% | +0.7% | -17.5% | -17.0% |
| 3M | -21.1% | +0.6% | -21.7% | -21.3% |
| 6M | +10.8% | -17.9% | +28.8% | +20.6% |
| YTD | +63.3% | -21.2% | +84.5% | +78.7% |
| 1Y | +157.0% | -18.9% | +175.8% | +175.1% |
| All | +157.0% | -17.2% | +174.1% | +175.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling