+42.7%
MKSI vs SGI
-10.7%
+53.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +6.8% | -11.8% | -7.3% |
| 7D | -10.7% | +12.1% | -22.7% | -14.6% |
| 30D | -30.5% | +12.1% | -42.6% | -33.9% |
| 3M | -39.2% | +0.4% | -39.6% | -39.3% |
| 6M | -33.0% | -4.0% | -29.0% | -32.7% |
| YTD | +22.3% | -21.2% | +43.6% | +32.9% |
| 1Y | +42.7% | -12.1% | +54.8% | +40.9% |
| All | +42.7% | -10.7% | +53.4% | +40.9% |
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