+514.9%
MKSI vs SGI
+270.1%
+244.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.7% |
| 7D | +2.7% | -4.5% | +7.1% | +4.6% |
| 30D | -12.8% | +4.2% | -17.0% | -14.6% |
| 3M | -22.5% | -7.4% | -15.1% | -20.4% |
| 6M | +19.4% | -15.1% | +34.4% | +26.3% |
| YTD | +67.7% | -24.7% | +92.4% | +85.5% |
| 1Y | +131.4% | -21.8% | +153.2% | +152.1% |
| 3Y | +197.3% | +50.0% | +147.3% | +153.1% |
| 5Y | +87.0% | +48.9% | +38.0% | +53.4% |
| All | +514.9% | +270.1% | +244.9% | +229.4% |
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