-34.6%
MP vs SGI
-10.7%
-23.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.8% | -11.9% | -7.3% |
| 7D | -12.5% | +12.1% | -24.6% | -16.1% |
| 30D | -23.3% | +12.1% | -35.4% | -26.5% |
| 3M | -24.4% | +0.4% | -24.8% | -24.8% |
| 6M | -45.8% | -4.0% | -41.7% | -45.6% |
| YTD | -28.9% | -21.2% | -7.7% | -27.9% |
| 1Y | -34.6% | -12.1% | -22.5% | -33.5% |
| All | -34.6% | -10.7% | -23.9% | -33.5% |
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