-31.8%
MP vs SGI
-23.3%
-8.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.5% | +10.4% | +7.0% |
| 7D | -10.5% | +1.0% | -11.5% | -11.4% |
| 30D | -23.5% | +3.9% | -27.4% | -25.3% |
| 3M | -25.4% | -0.8% | -24.6% | -25.7% |
| 6M | -51.3% | -18.0% | -33.3% | -47.6% |
| YTD | -29.9% | -27.6% | -2.3% | -25.5% |
| 1Y | -31.8% | -27.2% | -4.6% | -27.7% |
| All | -31.8% | -23.3% | -8.5% | -27.7% |
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