-40.7%
MP vs SGI
-32.6%
-8.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +2.3% | -10.5% | +12.8% | +6.3% |
| 30D | -15.3% | +0.1% | -15.4% | -15.9% |
| 3M | -33.5% | -4.0% | -29.5% | -32.9% |
| 6M | -45.5% | -5.6% | -39.9% | -45.4% |
| YTD | -27.3% | -29.5% | +2.2% | -23.2% |
| 1Y | -40.7% | -31.5% | -9.2% | -36.6% |
| All | -40.7% | -32.6% | -8.1% | -36.6% |
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