+1,183.8%
MKSI vs SGI
+1,986.4%
-802.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.8% |
| 7D | +2.7% | -4.5% | +7.1% | +4.2% |
| 30D | -12.8% | +4.2% | -17.0% | -14.1% |
| 3M | -22.5% | -7.4% | -15.1% | -20.9% |
| 6M | +19.4% | -15.1% | +34.4% | +24.8% |
| YTD | +67.7% | -24.7% | +92.4% | +81.2% |
| 1Y | +131.4% | -21.8% | +153.2% | +147.4% |
| 3Y | +197.3% | +50.0% | +147.3% | +164.3% |
| 5Y | +87.0% | +48.9% | +38.0% | +63.1% |
| 10Y | +522.1% | +267.1% | +255.0% | +280.3% |
| All | +1,183.8% | +1,986.4% | -802.6% | +272.9% |
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 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