-32.6%
MP vs SGI
-33.4%
+0.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +9.5% | -5.3% | +14.8% | +11.6% |
| 30D | -3.0% | -2.1% | -0.9% | -3.0% |
| 3M | -30.4% | -8.2% | -22.2% | -28.6% |
| 6M | -39.2% | -4.6% | -34.6% | -39.6% |
| YTD | -23.3% | -31.5% | +8.2% | -18.3% |
| 1Y | -32.6% | -30.8% | -1.8% | -27.9% |
| All | -32.6% | -33.4% | +0.7% | -27.9% |
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